If you have account already, Log in here first

Log In
  • en

    Option Trading in Practice – Week 2

    18 May 2018

    Dear readers, as I have announced in the first part of our option trading series, I’m going to tell you how our gas trading has developed in the second week of May. We’ll catch up with time and you’ll always have the next reports on time after signing into your client’s section on Quastic.   […]

    Trading inefficient ETFs in practice – Quastic new series

    16 May 2018

    Dear readers, I would like to thank you very much for the huge number of messages and emails I get from you every week. I’m really glad you like our series on how to deal with inefficient ETFs and you already apply these principles in your own trading. I am very happy about that. Many […]

    Trading System for Short Efficient ETFs – Part 5 – What to do when assignment occurs?

    3 May 2018

    In the last part of the educative series, I mentioned that there is a certain risk of assignment when shorting inefficient ETF markets through bear call spreads. This is usually the case when the option strike is in-the-money, and there is practically no time value for the sold option. What does it mean for us […]

    Trading System for Short Inefficient ETFs – part 4 – call or put?

    26 Apr 2018

    In the previous part of the educative series, we have explained how the trade length affects the potential probability of success and we have also pointed out that there is a relatively direct relation between holding time and profitability. Of course – it is very important whether we choose an aggressive approach (we expect a […]

    Trading system for short inefficient ETFs – 3rd part – length of the trade

    19 Apr 2018

    In the previous article, we have explained that the VIX index is one of the most important entry parameter when it comes to our system for shorting volatile ETFs. Today, we will focus on specifying why it is so and how important for the success of the strategy is the length of the trade (that […]

    Trading system for shorting inefficient ETFs – 2nd part – Entry Signals

    12 Apr 2018

    In the last part of the series, we set out a basic overview of components that are needed for creating a trading system for shorting inefficient ETFs. In today’s work, I would like to focus on entry situations suitable for opening the trade.     There can be of course many entry signals for short. […]

    Trading System for Shorting inefficient ETFs – Part 1 – Basic Overview

    5 Apr 2018

    In today’s part of our educative series, I would like to focus on how to start building your own specific trading system for shorting inefficient ETFs. Above all, I would like to focus on the basic blocks of such a system, which I will then discuss in detail in later chapters.   Market selection First […]

    Alternative Approaches to short inefficient ETFs – Pair Trading (3/3)

    29 Mar 2018

    In the previous two articles I described how to use pair trading – in our case double short – to benefit from inefficient ETF. We said that when selecting suitable candidates, it is necessary to take into account the borrowing fee (in % per year) for short, the volatility of these markets and, last but […]

    Alternative approaches to shorting inefficient ETFs – pair trading (2/3)

    22 Mar 2018

    In the last part of our series, we explained that pair trading of inefficient ETFs – more precisely the shorting of both ETFs in a given pair – may be considered as an interesting way to benefit from their inefficiency. But we have also said that in order to be able to think about trading […]

    Alternative approaches to short inefficient ETF – pair trading (1/3)

    15 Mar 2018

    Dear readers, in today’s article I want to introduce you to a slightly different approach of trading ETF inefficiencies. So, let’s take a short break from the option constructions. First, I would like to follow p with the article in which I have described a very basic approach – direct ETF short. However, as I […]