Thursday, March 26, 2020

Platinum - Gold update

Previous trades:



Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type
3/26/2020 22:00 FUT CALENDAR SELL -1 TO CLOSE /PLJ20 20-Apr FUTURE 737.2 1.3 LMT
BUY 1 TO OPEN /PLN20 20-Jul FUTURE 735.9 CREDIT

Wednesday, March 25, 2020

+$1100, Platinum -Gold: Scaled Out @898.3

Entry

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Order Type Spread
3/25/2020 15:49 FUTURE BUY 1 TO CLOSE /GCJ20 20-Apr FUTURE 1643.6 MKT 898.3
3/25/2020 15:49 FUTURE SELL -2 TO CLOSE /PLJ20 20-Apr FUTURE 745.3 MKT

Monday, March 23, 2020

Platinum - Gold: Scaled in @909.5

This is 1 oz spread:

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type Spread
3/23/2020 10:31 FUTURE BUY 2 TO OPEN /PLJ20 20-Apr FUTURE 622.1 622.1 MKT 909.5
3/23/2020 10:31 FUTURE SELL -1 TO OPEN /GCJ20 20-Apr FUTURE 1531.6 1531.6 MKT

Wednesday, March 18, 2020

+$1640, Platinum - Gold: Scaled out @ 872.2

Entry. https://www.pair.trading/2020/03/platinum-gold-scaled-in-8888.html

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Order Type Spread
3/18/2020 12:00 FUTURE SELL -2 TO CLOSE /PLJ20 20-Apr FUTURE 620.5 MKT 872.2
3/18/2020 12:00 FUTURE BUY 1 TO CLOSE /GCJ20 20-Apr FUTURE 1492.7 MKT
3/18/2020 10:48 FUTURE SELL -1 TO OPEN /GCJ20 20-Apr FUTURE 1507.7 MKT 888.8
3/18/2020 10:48 FUTURE BUY 2 TO OPEN /PLJ20 20-Apr FUTURE 618.9 MKT

Platinum - Gold: Scaled In @888.8

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Order Type Spread
3/18/2020 10:48 FUTURE SELL -1 TO OPEN /GCJ20 20-Apr FUTURE 1507.7 MKT 888.8
3/18/2020 10:48 FUTURE BUY 2 TO OPEN /PLJ20 20-Apr FUTURE 618.9 MKT

Monday, March 16, 2020

Simple Crack Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Net Price Order Type Crack
3/16/2020 7:22 FUTURE SELL -1 TO OPEN /CLK20 20-May FUTURE 29.83 MKT 0.3974
3/16/2020 7:22 FUTURE BUY 1 TO OPEN /RBK20 20-May FUTURE 0.7197 MKT

Friday, March 13, 2020

+$3200 realized, -$7,500 paper loss; Platinum -Gold Update

The initial hedge by /MGC futures in Platinum-Gold pairs trade is closed with $3,200 profit; the trade  is transformed into long /PL position with /GC call as a hedge:

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Order Type
3/13/2020 13:46 SINGLE SELL -1 TO OPEN /GCM20 1/100 MAY 20 /OGK20 1800 CALL 6.4 LMT
3/13/2020 13:42 FUTURE BUY 2 TO CLOSE /MGCJ20 20-Apr FUTURE 1516.7 LMT
2/26/2020 12:20 FUTURE SELL -2 TO OPEN /MGCJ20 20-Apr FUTURE 1644.1 MKT
2/26/2020 12:20 FUTURE BUY 1 TO OPEN /PLJ20 20-Apr FUTURE 914.6 MKT

Thursday, March 12, 2020

+$1500, Platinum - Gold Scaled Out

Entry.

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type Spread
3/12/2020 22:24 FUTURE SELL -1 TO CLOSE /PLJ20 20-Apr FUTURE 770.9 770.9 MKT 790.9
3/12/2020 22:24 FUTURE BUY 5 TO CLOSE /MGCJ20 20-Apr FUTURE 1561.8 1561.8 MKT
3/12/2020 13:17 FUTURE SELL -5 TO OPEN /MGCJ20 20-Apr FUTURE 1602.8 1602.8 MKT 819.4
3/12/2020 13:17 FUTURE BUY 1 TO OPEN /PLJ20 20-Apr FUTURE 783.4 783.4 MKT

-$50, Flat DJI - SP500 Pair Trade #2

Previous entries: DJI - SP500 Pair Trade #2


Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type Spread
3/12/2020 21:16 FUTURE BUY 2 TO CLOSE /MESH20 20-Mar FUTURE 2441 2441 MKT 18135
3/12/2020 21:16 FUTURE SELL -2 TO CLOSE /MYMH20 20-Mar FUTURE 20783 20783 MKT




Platinum -Gold Scale In

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type Spread
3/12/2020 13:17 FUTURE SELL -5 TO OPEN /MGCJ20 20-Apr FUTURE 1602.8 1602.8 MKT 819.4
3/12/2020 13:17 FUTURE BUY 1 TO OPEN /PLJ20 20-Apr FUTURE 783.4 783.4 MKT

Wednesday, February 26, 2020

Platinum - Gold Pairs Trade

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Order Type Spread
2/26/2020 12:20 FUTURE SELL -2 TO OPEN /MGCJ20 20-Apr FUTURE 1644.1 MKT 642.4
2/26/2020 12:20 FUTURE BUY 1 TO OPEN /PLJ20 20-Apr FUTURE 914.6 MKT

Friday, February 21, 2020

$300 win, The Russell 2000 - Nasdaq 100 Algo trade #7

The entry was posted here. 

Exec TimeSpreadSideQtyPos EffectSymbolExpTypePriceOrder TypeSpread
2/6/2020 14:03FUTURESELL-1TO OPEN/NQH2020-MarFUTURE9442MKT-20990
2/6/2020 14:03FUTUREBUY2TO OPEN/RTYH2020-MarFUTURE1678.5MKT



Exit:
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
2/21/2020 13:52 FUTURE SELL -2 TO CLOSE /RTYH20 20-Mar FUTURE 1677.7 1677.7 MKT -20675
2/21/2020 13:52 FUTURE BUY 1 TO CLOSE /NQH20 20-Mar FUTURE 9422.25 9422.25 MKT

Thursday, February 6, 2020

The Russell 2000 -Nasdaq 100 Algo Trade #7

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Order Type Spread
2/6/2020 14:03 FUTURE SELL -1 TO OPEN /NQH20 20-Mar FUTURE 9442 MKT -20990
2/6/2020 14:03 FUTURE BUY 2 TO OPEN /RTYH20 20-Mar FUTURE 1678.5 MKT