Wednesday, November 14, 2018

Delta Neutral Update....11.14.18

We're seeing a little divergence in the TrendX signal so volatility mat taper off for a bit.  We've also see this in the best odds limit stop which is auto calculated based on the ATR and open/close spread, among other metrics.  This value has sunk from 3.2 to 2.8 over the past 7 days.
Once again, a strong open led to a gradual price erosion throughout the day and Maxine Waters threats to current financial regs singularly led to the reversal in the financials today.  Definitely a rampant risk environment and we're sticking with the Lazy Man delta neutral model for now.