Category Archives: Strategy

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SPX Weekly Bear Call Spread Analysis

I’ve seen several trades using RUT options to initiate out of the money credit spreads as of late. However, I just came across a pretty interesting one using SPX options. There was a seller of SPX Mar 27th 2140 Calls at 0.35 who also purchased the SPX Mar 27th 2150 Calls at 0.15 for a […]

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The Art of Hedging Discussed at RMC

The last presentation of the day today at CBOE’s Risk Management Conference also turned out to be one of the best. Boris Lerner, Head of US Quantitative and Derivative Strategies at Morgan Stanley and Arie Aboulafia, Senior Portfolio Manager from Capstone Investment Advisors teamed up to discuss “The Art of Hedging”.  Many market participants have […]

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Presentation on Backtesting Strategies at RMC Today

This afternoon at the CBOE Risk Management Conference in Carlsbad, CA Amna Qaiser, Portfolio Manager from Goldman Sachs Asset Management and Olivier Sarfati, Head of US Trading Strategies from Citigroup teamed up to discuss backtesting strategies. Backtesting has always been a difficult subject for portfolio managers and traders as backtested results do not always work […]

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NFLX Earnings Trade Idea

Netflix, Inc. [Nasdaq: NFLX, $342, up $4.66] is scheduled to release its fourth quarter earnings report today following the close of the market session. Consensus analyst estimates are forecasting earnings per share of $0.45 on overall revenues of $1.48 billion. The same quarter one year prior (Q4 2013) saw EPS of $0.66 on $1.18 billion […]

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Back to the Future: Play Oil with USO ETF Options

Crude oil’s precipitous drop from it’s June highs has yet to show signs of abetting, with U.S. Oil benchmark West Texas Intermediate (WTI) down over 3% again today following Monday’s downside move. Now trading below $50, oil has moved to a new five and half year low, a move estimated to save the average American […]