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Friday, February 19, 2010
Backprop signal on BIDU price (bear) and vol (dropping). Bought 40 of the Mar 450/500/550 flies at 20.70 risk, short 300 shares from 497.10 average.
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Trading volatility
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2010
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February
(4)
Long vol, short small deltas. Long the GS mar/APR ...
Long the GOOG Mar 490/540/590 neutral fly from 27....
Same theme as BIDU trade. Long 20 of the ES 1050/1...
Backprop signal on BIDU price (bear) and vol (drop...
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