Wednesday, 2 August 2017

New position: ODAX Oct 2017 Put Spread


Today, I opened a credit put spread using the October 2017 ODAX options.
Dax on August 2nd. Source

Monday, 24 July 2017

Closed ODAX Sep 2017 Iron Condor


Last Friday, I was hoping that the volatility would decrease after the expiration day, so I could close the remaining Put spread for a smaller loss, but I was proven wrong.

DAX on 24/07/2017. Source
Volatility was still relatively high and the DAX kept going south, so I had to close the trade for a bigger loss, reducing the overall Iron Condor profit to a tiny 18,5€ or 0,001% account increase.

Overall, there is an accumulated 6,1% gain since the beginning of the year (DAX increased 5.0% in the same period).

Friday, 21 July 2017

ODAX September 2017 Iron Condor adjustment (II)


Quite some movement since the last adjustment where the Call side was threatened. Now, in the July cycle expiration day, it's the Put side that is taking all the heat.

Dax on 21/07/2017 Source
Today, I closed the Call side for about 60% of the max profit. My plan is to wait until Monday before taking any further action (either deploying a new Call spread or closing the Put spread for a loss, ideally with a little bounce upwards and a reduction in the volatility).

I don't like the idea of a Call spread so close to important technical supports, though.

Thursday, 13 July 2017

ODAX September 2017 Iron Condor adjustment


The ODAX September 2017 Iron Condor reached today the adjustment point on the Call side (30 delta), as the Dax has climbed more than 300 points since I opened the spread a week ago.

Dax index on 12/07/2017 Source Investing 
This is a pretty bad scenario, with a relative quick movement against you without having consumed much time and without almost any Theta decay.

Tuesday, 11 July 2017

Trading ODAX stock options


In the unlikely case that you have followed this blog since its inception, you might have noticed that it contains different "learning notes" that I have compiled while learning different technologies and tools, all of the software related, which I wanted to share with anyone interested.

Apart from the software development, I have other hobbies, one of them being the stocks, derivatives and the markets in general. A while ago, I started learning about stock options trading and after some studying I began, at the start of 2017, performing some actual trades using the options over the DAX30 index (the index holding the 30 biggest traded German companies).  They are called ODAX, by the way.

So today, I would like to introduce you the system I have followed for the better part of this year, which I would like to polish as I continue learning about stock options trading. Feedback is always welcome!

Sunday, 7 May 2017

Zeppelin + Scala: Consuming a HTTP endpoint


In our last post, we discussed on how could we execute Spark jobs in Zeppelin and then create nice SQL queries and graphs using the embedded SQLContext (provided along with the usual Spark context).

Today, we will see a way to populate your Spark RDDs/Data-Frames with data retrieved from a HTTP endpoint/REST service. We will focus on the parsing of the resulting JSON response. Additionally, we will also learn how to import additional libraries to Zeppelin.

Friday, 13 January 2017

Fast prototyping with Zeppelin, Spark & Scala


It´s been a while since I wrote anything here (again) but I don´t have much free time nowadays. Currently I´m taking some training on Scala and Spark, which, by the way, brings us here today.

A recipe for quick prototypes for Data Analysis: Scala + Spark + Zeppelin

If you remember well, I wrote some time ago about some personal learning projects I was working into, which basically picked stocks price information from the Web (using Spring Integration) and ran a couple of Spark analysis that were lately displayed in an AngularJS interface.

Nothing complicated at all, but rather verbose and time consuming to set up, specially if you just want to learn the subject.