My 100k Simulated Trading Portfolio

WELCOME to my personal trading blog

  • A short note on the recent spike in volatility and equities sell off amid midterm season.

    Hello, finished all the midterms and i would like to provide you with a brief update on the current situations. As the recent geopolitical tension rises and volatility spikes, traders are rolling in to buy downside put protections, triggering a series of market hedging actives by options sellers and a negative put gamma environment. SPX,…

  • My thoughts on CAD.CNY(CNH) currency pair

  • Three ways to back out the Implied Volatility from market options price.

    I use Black Scholes pricing mode as it’s used in European options style which is what SPXW options pricing is based on. The excel file I use could be found at the bottom of the page. Assuming you’re already familiar with Black Scholes options pricing model, I will briefly explain the process. The detailed calculations…

  • The Black Gold: Crude Oil

    This post will be structured in a time series order. I will showcase how I trade the fundamentals of this commodity and also the volatility for this commodity. To hedge my exposure to oil, I sell upside call spread and buy downside put spread, and I continously rolled over my options position weekly Sept 5th,…

  • Volatility based strategy

    In this post, I will share one of my most commonly used strategy that’s implemented on various different time frame. I like to use the first two strategy whenever there’s either one of the three things happening or when some of them are happening at the same time. And my strategies for this is fairly…

  • US Long Term Treasury Short Bias

    As the Fed continues its long and hawkish stand on its rate policy. i sold to open 7 new ZB September futures contracts positions on Aug 17th, which is the date of 20-year bond auction date. I’ve attached the tentative auction schedule here for your convenience. As of the date of writing, i am still…

  • My 100k Paper Portfolio: an introduction

    I AM VERY BUSY, MOST OF THE POSTS ARE STILL WORK IN PROGRESS. I’VE HAD THE STRATEGY DEVELOPED, BUT IT’D TAKE A LONG TIME TO WRITE PAPERS ON IT!!! Hello everyone, i’d like to thank you for taking the interest and time to visit this website first of all. This website’s main objective is to…

Get In Touch