Tuesday, September 22, 2009

9/22
Watching this market in the past days has made me realized two errors in my trading these past months. The first and most egregious offense continues to be my failure to follow risk management rules. The second is going betting againist the trend, which is like jumping in front of a moving train. The trend and momentum has been up, but I have been betting for the pullback that never comes. Given the way I trade by selling premium, I thought that I would have to be a contrarian and there was no way to avoid the market running up to my short strike. As I thought more about it, I thought to myself that I can still trade the positive theta strategies and not go against the direction of the trend.

Take for example the recent rally. What I have been doing was selling call spreads with the short strike having a delta of about 30-40. Because the market has rallied, it doesn't take too much time before the short strike gets breeched with the market rally. What I should have have done in hindsight was do a iron condor with the put spread closer to the money and the call spread much further out of the money. This way in a rally I am able to collect more premium on the closer to the money put spread and little less on the further OTM call spread, but I would get more time be right and collect more premium by selling a call and put spread. Again in a more two sided market, this strategy wouldn't work that well.

I think that since I cannot predict where the markets will go, the best strategy for mitigating the risk is risk management. If a position goes against me, I need to adjust or get out of the positions and way for the next setup. The better strategy would be to adjust the position to give myself more room and time to be right and stay in the game.

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