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    Option trading in practice – Weeks 14 and 15

    16 Aug 2018

    Dear Readers and Traders, in this article I want to summarize our gas trading activities, show you the changes in the portfolio as well as the conclusions we have made in our models regarding the temperature adjusted balance between supply and demand. Also, I would like to thank you for a number of very good […]

    Option trading in practice – Week 13

    2 Aug 2018

    Dear readers and traders, since last week, we saw a slight loss due to an increase in the gas prices. What makes us happier is the overview of our trading since first May, when we started. Since then, ETF: UNG has grown by about 1%. Since we are trying to be short on gas, an […]

    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 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 […]

    Short call option strategies and inefficient ETFs

    18 Jan 2018

    In the last part, I have described the basic outlines of the ETF’s direct shorting strategy. We have explained that, despite the undeniable yield potential, such strategy also brings many risks that must be kept in mind. Today I would like talk about option strategies that can also be used to short most of the […]

    What is alpha and how it can be generated (2/2)?

    16 Nov 2017

    In the last article, we have explored the possibilities of generating alpha on the market. As it can be seen from the list, alpha can be achieved by many ways and through many strategies and instruments.     Reason why I would like to focus in the next chapters of this series on the systematic […]

    Commodity spreads: Why Roman trades them?

    8 Sep 2017

    Very interesting article appeared in the Spread discussion forum, which is accessible to all the graduates of my Online Commodity Spread Course. It is kind of a personal confession of the spread trader, about why he chose to trade the commodity spreads. Thank you Roman, and I am pleased to publish it here: Dear colleagues, […]