I’m back to working on this blog starting this month.
This is what I’ve been up to
The months of February and March were crazy with the coronavirus and its impact on the market. I was busy most of the time in these months trading, documenting, programming, and continuing the improve and refine my trading processes.
2018 (with emphasis on the last three months of the year) was extremely rough for me. I fought the Fed multiple times on trades and I lost. I was actually looking for jobs in January and February because I wasn’t sure I’d be able to continue trading.
That changed, fast
Volatility in the market took off. I held short positions that profited insanely. Negative gamma had proven to be my ally. Convexity won out.
This extended my runway another 4-6 months at a minimum. It’s been a scary ride but I’m loving every minute of it.
What’s to come
Anything that I’m interested in. I’m currently interested in the following things, in no particular order.
- Understanding gamma exposure deeper
- Other options greeks and their effects on markets
- Higher order options greeks (vanna and volma)
- Game theory
- Kelly criterion and position sizing
- The rise of the carry trade
- Federal Reserve operations
- The current state of the economy
- The current state of politics in the world
- Python programming
- Calculating gamma exposure from easy to obtain information
- Building trading dashboards
That’s just a few I can think of off the top of my head.
Follow this blog to stay updated.