Green Expiry

 Good expiry. Typical as one would expect. Range-bound markets most of the time. Started trending a little bit in the second half. But didn't cause much trouble. 


NIFTY


After the initial trend, it ranged till 1:30 pm. And then broke down into another range.

BANKNIFTY

Opening 5m range lasted till 1 pm. After that gave some directional moves.


STOXXO


Cap used 5.75L including collateral.

MTM : 7858.75

Cost: ~200

NET : ~ 7658.75


Comments:

  1. Despite good profits didn't interfere and let the algos run.
  2. Nifty hedge issue needs to be looked into. Margin req came close to within 18K of available capital.

Comments

Post a Comment

Popular posts from this blog

RED Expiry. No Disc Trading. Disc Algo / Legs Management. Didn't Help

Image
 Another RED expiry. Market was sideways but with busrts of up/down moves mixed with long low volatility sideways. INDIAVIX too fell 10%, but didn't help the basket. Vix and volatility have diverged. At least with INDIAVIX and BANKNIFTY there is not much correlation left now. NF BNF STOXXO PNL: ~6400 Remarks: Did a lot of manual interventions. This has become a bad habit and I have to stop it. I think I will retire some algos or modify them to be more safer, and less risk: Heimdall, LOKI. I closed HEIMDALL in the morning after it looked like it would be a trending day. Heimdall struggles in trending days. But the market didn't trend and turned sideways. Intervened with Jane CE, Loki, Thor, ODIN T3 etc. So this manual intervention is basically ruining everything and not really preventing losses either. Fortunately didn't trade disc, else in this market, even that would have added to losses as it has in the last few days. Sometime after my exit, after 3 pm actually, there was...
Read more

Red Expiry 0.3% loss...could have been worse.

Image
 Very volatile day. Spikes hit SLs a lot. Went into green multiple times, but still closed in RED. AT one point it looked like it'll be another 4-5-6K big loss day. But recovered. NF BNF Stoxxo NET -1600 including charges Observations: Looks like leg-based SLs are easy targets for SL hunting. Need to convert the majority of the ports to either UNDERLYING SL or combined SL. Not sure if HEIMDALL is working. It struggles with any kind of trend. Maybe it's a good idea to swap it with a NIFTY port. NIFTY was less volatile and had a slightly more pronounced trend than BNF. At one point JANE PE with PYRAMIDING was over 2K in green. And yet closed in the red after reversal. Try to add a buying scalping kind of port. Similar to the one shared on the group for FINNIFTY.
Read more