E-mini SP 500 hedging trades

This is a discussion on E-mini SP 500 hedging trades within the Trading Journals forums, part of the Reception category; Hi all, speaking little here, but I hope that changes soon. But currently I only trade short gamma strategies with ...

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Old Jul 7, 2010, 11:24am   #1
Joined Oct 2008
E-mini SP 500 hedging trades

Hi all,
speaking little here, but I hope that changes soon.

But currently I only trade short gamma strategies with SPY and ES options, I am starting to trade E-mini S&P 500 Futures to hedge part of my options portfolio.

I want improving the evolution of my equity reducing drawdowns and making better my Sharpe Ratio.

Letís see how it works.
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Old Jul 7, 2010, 3:28pm   #2
Joined Oct 2008
Re: E-mini SP 500 hedging trades

MyEdge started this thread CURRENT POSITIONS

-35 SPY AUG10 112/117 Bear Call Spreads @ 0.40909

-33 SPY JUL10 84/89 Bull Put Spreads @ 0.38632
-22 SPY AUG10 90/95 Bull Put Spreads @ 0.3962

Last week I closed some bear call spreads and now I'm too exposed to down side. If E-mini breaks through 1005-1010 I'll hedge put side shorting futures.

Regards
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