Post by Admin on Feb 2, 2015 11:38:35 GMT
This trade was at loss. Entry and price point were on par with strategy. Except, may have entered BP spread without waiting for a pull back to a 0.5 std line. What should be used is a 0.65 % cross of the mid point, before entry in that direction is taking. This may have helped.
However, the event of earnings caused a huge swing, approximately 1-5% chance. which is unexpected. Max loss was $112. This was caused by slippage and other factors. Next time, let it run until expiration.
Use delta neutral strategies for this as well.
However, the event of earnings caused a huge swing, approximately 1-5% chance. which is unexpected. Max loss was $112. This was caused by slippage and other factors. Next time, let it run until expiration.
Use delta neutral strategies for this as well.