Futures rolling

I've written a rather lengthy post on futures rolling (which contract to hold, when to roll, how roll, how to automate) on my blog http://qoppac.blogspot.co.uk/2015/05/systems-building-futures-rolling.html

Enjoy.

globalarbtrader said:

I've written a rather lengthy post on futures rolling (which contract to hold, when to roll, how roll, how to automate) on my blog http://qoppac.blogspot.co.uk/2015/05/systems-building-futures-rolling.html

Enjoy.

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That was a lot of effort put into that blog post. Thanks for the link, very interesting.

I have the attitude when selling options and being under threat the approach of split, roll, double and reverse is a way to keeping your premium and not giving it back. A recent position in 6E I did this 3 times over 60 days to be able to keep my 9K premium. Other times I don't need to touch a thing. Rolling works but can be tricky but not to is to surrender.

more info pls...

BlueRoo said:

I have the attitude when selling options and being under threat the approach of split, roll, double and reverse is a way to keeping your premium and not giving it back. A recent position in 6E I did this 3 times over 60 days to be able to keep my 9K premium. Other times I don't need to touch a thing. Rolling works but can be tricky but not to is to surrender.

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Hi blueroo,

can you pls give some more details about how
you split, roll, double and reverse?

cheers

Punjabi, Thanks for the reply to my post. If you are familiar with option selling you will understand that the ideas quickly posted of split, roll, double and reverse are a summary of a variety of different defensive strategies and that the choice of which one or combination are subject to a number of variables and your reading of any one specific price move. If you are really interested in a detailed example I would be happy to share with you an actual trade given your willingness to contact me via email. If I can direct you to the trading buddies thread under the futures and options forum you will find my email address there. If you choose to contact me let me know a little about your experience so I can respond appropriately to your questions. Thanks again, Cheers Michael (BlueRoo)