sábado, 12 de agosto de 2017

Weekly Portfolio Analysis 12th August 2017

As we were saying last weekend August is a month of historically high volatility, and the Thursday sell off backed the records.

$VIX woke up from the lows and reached a nice 17 mark, opportunity to start opening new positions even I would have love to see the momentum indicators a bit more oversold.

I entered 3 new Spreads, two PS and and one  CS

PS $SPX 3 Aug31 2300/2325 @ 1.6
PS $SPX 3 Sep29  2275/2300 @ 2
CS $SPX 3 Oct31  2575/2600 @ 1.8

domingo, 6 de agosto de 2017

Weekly Portfolio Analysis 6th August 2017

My market memories of the month of August are similar to Octuber, months were volatility heats up and market corrections spreads all over the world.

Its true $VIX is still low, but at least is over 10 now, and there is many days left yet till the end of the month.

Our 2017 performance  +2.03% is well bellow what the $SPX is showing +10.63% but not that far from what the Russell 2000 is showing just up +4.07% YTD.

Looking at our standing positions, we have two Bear Call Spreads one for August one for September both at 10 Deltas looking OK