lofu

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原帖由 波佬 於 29-7-2010 09:56 AM 發表
lp 210@14
lc 212@13

still playing?

congratulations.........not yet given up.

[ 本帖最後由 lofu 於 2010-7-29 10:31 編輯 ]

lofu

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原帖由 波佬 於 29-7-2010 10:30 AM 發表


lp210 close@48
lc212 close@1

Never give up.  Wish u win more in future.

lofu

New challenge for eating time value:  (Just try try to see if this works )

Aug SC 19800 x 1 at 1300 + MHI ja 20987 x 4 (sorry for the typo, should be 4 making delta 0.8, rather than 8 contracts)

Overall delta close to 0.

[ 本帖最後由 lofu 於 2010-7-29 10:58 編輯 ]

lofu

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原帖由 lammywinnie 於 29-7-2010 11:02 AM 發表

按金用左幾多?? 細期幾時會平倉??

Margin $60,803

I'm expecting a less fluctuating mkt moving around 21000 for gaining the time value.  So If fut rises or drops too much, the SC will consume the gain in MHI or the SC will compensate the loss in MHI.

lofu

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原帖由 hftsang 於 29-7-2010 11:07 AM 發表


delta neutral 野唔會點平倉, 越渣得耐, 賺的time value越多, 亦都係個portfolio可以賺的地方.

For Sure

lofu

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原帖由 hftsang 於 29-7-2010 11:06 AM 發表


lofu hing, good to try new stuff.  but would that be not margin-efficicent?  The margin should not be very less but the profit is just a little?  Since I don't think there is much time value from FI ...

Just try try new strategy with a small portion of my margin.  In fact, i observe that such MHI + SC combination only requires the SC margin.  There is no additional margin for the MHIs.  I use MHI for hedge coz I will continue to trade big fut.

My previous post to Ms Winnie also refers.

[ 本帖最後由 lofu 於 2010-7-29 11:42 編輯 ]

lofu

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原帖由 hftsang 於 29-7-2010 11:55 AM 發表


Thanks, Lofu hing.  But I've just tried to estimate the possible profit but it is quite little indeed.  Maybe I've missed something in calculation.  Actually, I have studied the possibilities of fut ...

No more at all.  Thx.       Lunch sin.

lofu

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原帖由 paaq 於 29-7-2010 03:09 PM 發表
今日焦點在細價股....

"Almond" medical +18%

lofu

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原帖由 wai-wai 於 29-7-2010 03:00 PM 發表
考耐性see幾時穿落

Aug sin ga la

lofu

Meeting sin.............. see u tomorrow