EXPD-1.6*PWR $PWR (Quanta Services) vs. $EXPD (Expeditors Intl) Quantamental Tools for Proprietary and Retail Investors.
Statistical Arbitrage Opportunities Delivered to Your Inbox.
QuantChart. io
Long 100 $EXPD
Short 160 $PWR
Marketneutral
AEP-0.89*ATO $ATO (Atmos Energy) $AEP (American Electric Power) Quantamental Tools for Proprietary and Retail Investors.
Statistical Arbitrage Opportunities Delivered to Your Inbox.
QuantChart. io
Short 100 $AEP
Long 89 $ATO
AEP-0.89*ATO $AEP (American Electric Power) $ATO (Atmos Energy)Quantamental Tools for Proprietary and Retail Investors.
Statistical Arbitrage Opportunities Delivered to Your Inbox.
QuantChart. io
Short 100 $AEP
Long 89 $ATO
BAC-0.22*PNC $BAC (Bank of America Corp) vs. $PNC (PNC Bank)Quantamental Tools for Proprietary and Retail Investors.
Statistical Arbitrage Opportunities Delivered to Your Inbox.
QuantChart.io
Long 100 BAC
Short 22 PNC
Iron Condor $UAL (10 Days to Exp.)Hey Traders,
I'm mostly testing out neutral strategies with small positions to add to a separate portfolio dedicated to market neutral strategies.
The position is as follows.
Option Strategy: Iron Condor
Position Expiration: 21 APR 17 (Red Vertical Line / 10 Days to Exp -1.05% .)
Total Legs: 4
Total Contracts held: 16
Position Breakeven Points: $63.74 / $71.26
Upper Leg:
- Short (4) $71 Strike Calls
- Long (4) $71.5 Strike Calls
Lower Leg:
- Short (4) $64 Strike Puts
- Long (4) $63.5 Strike Puts
Max Loss: $124.00
Max Win: $74.00
ROI: 59.67%
Trade Management: Holding to expiration for premium / max loss. Reason for such management is the exceptional return on capital invested along with the fact that the expiration crosses over earnings for which I don't expect a wild move. In the small case there is a wild move then loss is mitigated and capped at a set rate that I'm willing to accept.
