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('banc D'essai) Artes Virtual Spread Trading Russel

- Modifié le 13/11/2007 11:34
artes Messages postés: 1509 - Membre depuis: 15/12/2006
6co5soy.jpg


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Lancement d'une stratégie "CALENDAR SPREAD" en compte virtuel sur base de cotations réelles, exécutions dans le demo account.

Terminé:
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.IOWNE IWM FEB 2008 83 Put

Nouvelle Position
-------------------------
initier SIRI
edgé par IWM
Réponses
138 Réponses
    5  
81 de 138 - 28/10/2007 16:24
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Le point avant lundi
)
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http://i22.tinypic.com/2zxxqhl.jpg
82 de 138 - 28/10/2007 16:28
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 15
83 de 138 - 29/10/2007 18:56
artes Messages postés: 1509 - Membre depuis: 15/12/2006
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IOWWD de IWM
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http://i20.tinypic.com/ehc94k.jpg
84 de 138 - 30/10/2007 10:46
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 16
85 de 138 - Modifié le 30/10/2007 11:13
artes Messages postés: 1509 - Membre depuis: 15/12/2006
IOWKC , sous jacent IWM - IWM Nov 2007 81.0000 call (IOWKC.X)
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http://i21.tinypic.com/nxuef7.jpg
86 de 138 - Modifié le 30/10/2007 11:01
artes Messages postés: 1509 - Membre depuis: 15/12/2006
IOWKD, sous-jacent IWM - IWM Nov 2007 82.0000 call (IOWKD.X)
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http://i23.tinypic.com/90zztu.jpg
87 de 138 - 30/10/2007 11:20
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 16 ANALYSIS
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10/24/2007 O STC .IOWBB - IWM FEB 2008 80 Call 10 $5.50 $12.95 $5,486.96
10/19/2007 O BTO .IOWBB - IWM FEB 2008 80 Call 10 $5.00 $18.75 ($5,012.50) 474.46
10/26/2007 O BTC .IOWKC - IWM NOV 81 Call 33 $2.10 $41.25 ($6,971.25)
10/26/2007 O STO .IOWKC - IWM NOV 81 Call 33 $2.38 $41.25 $7,812.62 841.37
10/25/2007 O BTC .IOWKD - IWM NOV 82 Call 32 $1.30 $40.00 ($4,200.00)
10/24/2007 O STO .IOWKD - IWM NOV 82 Call 32 $1.53 $40.00 $4,855.92
10/24/2007 O BTC .IOWKD - IWM NOV 82 Call 22 $1.54 $27.50 ($3,415.50)
10/24/2007 O STO .IOWKD - IWM NOV 82 Call 22 $1.73 $27.50 $3,778.44
10/24/2007 O BTC .IOWKD - IWM NOV 82 Call 22 $1.59 $27.50 ($3,525.50)
10/22/2007 O STO .IOWKD - IWM NOV 82 Call 22 $1.76 $27.50 $3,844.44
10/22/2007 O BTC .IOWKD - IWM NOV 82 Call 28 $1.51 $35.00 ($4,263.00)
10/22/2007 O STO .IOWKD - IWM NOV 82 Call 28 $1.76 $35.00 $4,892.92
10/19/2007 O BTC .IOWKD - IWM NOV 82 Call 12 $2.16 $15.00 ($2,607.00)
10/18/2007 O STO .IOWKD - IWM NOV 82 Call 12 $2.37 $15.00 $2,828.95
10/17/2007 O BTC .IOWKD - IWM NOV 82 Call 11 $2.25 $13.75 ($2,488.75)
10/17/2007 O STO .IOWKD - IWM NOV 82 Call 11 $2.38 $13.75 $2,604.20 2,305.12
10/24/2007 O STC .IOWNB - IWM FEB 2008 80 Put 30 $4.70 $37.50 $14,062.28
10/24/2007 O BTO .IOWNB - IWM FEB 2008 80 Put 15 $4.40 $18.75 ($6,618.75)
10/23/2007 O BTO .IOWNB - IWM FEB 2008 80 Put 15 $4.00 $22.50 ($6,018.75) 1,424.78
10/25/2007 O STC .IOWNC - IWM FEB 2008 81 Put 14 $4.90 $17.50 $6,842.39
10/17/2007 O BTO .IOWNC - IWM FEB 2008 81 Put 14 $4.25 $17.50 ($5,967.50) 874.89
10/22/2007 O STC .IOWNE - IWM FEB 2008 83 Put 14 $5.60 $17.50 $7,822.38
10/19/2007 O STC .IOWNE - IWM FEB 2008 83 Put 13 $6.15 $16.25 $7,978.62
10/18/2007 O STC .IOWNE - IWM FEB 2008 83 Put 20 $4.65 $25.00 $9,274.85
10/17/2007 O STC .IOWNE - IWM FEB 2008 83 Put 20 $4.95 $25.00 $9,874.84
10/15/2007 O STC .IOWNE - IWM FEB 2008 83 Put 33 $4.55 $41.25 $14,973.52
10/15/2007 O BTO .IOWNE - IWM FEB 2008 83 Put 100 $4.05 $125.00 ($40,625.00) 9,299.21
10/15/2007 O BTC .IOWVD - IWM OCT 82 Put 44 $0.74 $55.00 ($3,311.00)
10/15/2007 O STO .IOWVD - IWM OCT 82 Put 44 $0.90 $55.00 $3,904.93 593.93
10/18/2007 O BTC .IOWVE - IWM OCT 83 Put 87 $0.97 $108.75 ($8,547.75)
10/17/2007 O STO .IOWVE - IWM OCT 83 Put 37 $1.21 $46.25 $4,430.68
10/17/2007 O STO .IOWVE - IWM OCT 83 Put 50 $0.97 $62.50 $4,787.42
10/17/2007 O BTC .IOWVE - IWM OCT 83 Put 62 $0.84 $77.50 ($5,285.50)
10/16/2007 O STO .IOWVE - IWM OCT 83 Put 40 $1.11 $50.00 $4,389.93
10/15/2007 O STO .IOWVE - IWM OCT 83 Put 22 $1.01 $27.50 $2,194.46 1,969.24
10/22/2007 O BTC .IOWWA - IWM NOV 79 Put 15 $1.84 $18.75 ($2,778.75)
10/22/2007 O STO .IOWWA - IWM NOV 79 Put 15 $2.16 $18.75 $3,221.20 442.45
10/26/2007 O BTC .IOWWD - IWM NOV 82 Put 70 $2.22 $87.50 ($15,627.50)
10/19/2007 O STO .IOWWD - IWM NOV 82 Put 55 $2.52 $68.75 $13,791.03
10/18/2007 O STO .IOWWD - IWM NOV 82 Put 15 $2.03 $18.75 $3,026.20 1,189.73
10/24/2007 O STC .IQQOD - IWM MAR 2008 82 Put 3 $5.95 $12.95 $1,772.02
10/24/2007 O STC .IQQOD - IWM MAR 2008 82 Put 15 $5.60 $18.75 $8,381.12
10/22/2007 O STC .IQQOD - IWM MAR 2008 82 Put 22 $6.10 $27.50 $13,392.29
10/17/2007 O BTO .IQQOD - IWM MAR 2008 82 Put 40 $4.95 $50.00 ($19,850.00) $3,695.43
Total Realized Gain/Loss for IWM $23,110.61
Total Realized Gain/Loss $23,110.61
88 de 138 - 30/10/2007 11:21
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Virtual Trade Account Positions
As of 10/30/2007 6:20:35 AM ET
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.IOWBB IWM FEB 2008 80 Call $81.92 5 $5.00 $2,500.00 5.85 $2,925.00 $425.00 Trade | Roll | Sprd | Notes
.IOWBC IWM FEB 2008 81 Call 15 $4.95 $7,425.00 5.2 $7,800.00 $375.00 Trade | Roll | Sprd | Notes
.IOWBD IWM FEB 2008 82 Call 32 $4.81 $15,390.00 4.6 $14,720.00 ($670.00) Trade | Roll | Sprd | Notes
.IOWKC IWM NOV 81 Call -35 $2.21 ($7,735.00) 2.64 ($9,240.00) ($1,505.00) Trade | Roll | Sprd | Notes
.IOWNA IWM FEB 2008 79 Put 15 $4.50 $6,750.00 3.25 $4,875.00 ($1,875.00) Trade | Roll | Notes
.IOWNB IWM FEB 2008 80 Put 72 $4.51 $32,438.26 3.6 $25,920.00 ($6,518.26) Trade | Roll | Notes

Total Cash $15,692.09
Account Value $62,692.09
89 de 138 - 30/10/2007 11:25
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 16, 12h00
Total réalisé 23110/50000 = 46.22% / 16_day
Account Value 62692/50000 = 25.38% / 16_day
[Pondéré: 571% Annuel]
90 de 138 - 30/10/2007 19:18
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Virtual Trade Account Positions
As of 10/30/2007 2:17:27 PM ET
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.IOWBC IWM FEB 2008 81 Call $81.68 15 $4.95 $7,425.00 5.2 $7,800.00 $375.00 Trade | Roll | Sprd | Notes
.IOWBD IWM FEB 2008 82 Call 50 $4.68 $23,400.00 4.55 $22,750.00 ($650.00) Trade | Roll | Sprd | Notes
.IOWKC IWM NOV 81 Call -35 $2.21 ($7,735.00) 2.49 ($8,715.00) ($980.00) Trade | Roll | Sprd | Notes
.IOWNA IWM FEB 2008 79 Put 15 $4.50 $6,750.00 3.4 $5,100.00 ($1,650.00) Trade | Roll | Notes
.IOWNB IWM FEB 2008 80 Put 72 $4.51 $32,438.26 3.75 $27,000.00 ($5,438.26) Trade | Roll | Notes

Total Cash $10,799.00
Account Value $64,734.00
91 de 138 - 30/10/2007 19:20
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Virtual Trade Account Analysis
As of 10/30/2007 2:19:59 PM ET
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10/30/2007 O STC .IOWBB - IWM FEB 2008 80 Call 5 $5.75 $12.95 $2,862.00
10/24/2007 O STC .IOWBB - IWM FEB 2008 80 Call 10 $5.50 $12.95 $5,486.96
10/19/2007 O BTO .IOWBB - IWM FEB 2008 80 Call 15 $5.00 $18.75 ($7,518.75) 830.21
10/26/2007 O BTC .IOWKC - IWM NOV 81 Call 33 $2.10 $41.25 ($6,971.25)
10/26/2007 O STO .IOWKC - IWM NOV 81 Call 33 $2.38 $41.25 $7,812.62 841.37
10/25/2007 O BTC .IOWKD - IWM NOV 82 Call 32 $1.30 $40.00 ($4,200.00)
10/24/2007 O STO .IOWKD - IWM NOV 82 Call 32 $1.53 $40.00 $4,855.92
10/24/2007 O BTC .IOWKD - IWM NOV 82 Call 22 $1.54 $27.50 ($3,415.50)
10/24/2007 O STO .IOWKD - IWM NOV 82 Call 22 $1.73 $27.50 $3,778.44
10/24/2007 O BTC .IOWKD - IWM NOV 82 Call 22 $1.59 $27.50 ($3,525.50)
10/22/2007 O STO .IOWKD - IWM NOV 82 Call 22 $1.76 $27.50 $3,844.44
10/22/2007 O BTC .IOWKD - IWM NOV 82 Call 28 $1.51 $35.00 ($4,263.00)
10/22/2007 O STO .IOWKD - IWM NOV 82 Call 28 $1.76 $35.00 $4,892.92
10/19/2007 O BTC .IOWKD - IWM NOV 82 Call 12 $2.16 $15.00 ($2,607.00)
10/18/2007 O STO .IOWKD - IWM NOV 82 Call 12 $2.37 $15.00 $2,828.95
10/17/2007 O BTC .IOWKD - IWM NOV 82 Call 11 $2.25 $13.75 ($2,488.75)
10/17/2007 O STO .IOWKD - IWM NOV 82 Call 11 $2.38 $13.75 $2,604.20 2,305.12
10/24/2007 O STC .IOWNB - IWM FEB 2008 80 Put 30 $4.70 $37.50 $14,062.28
10/24/2007 O BTO .IOWNB - IWM FEB 2008 80 Put 15 $4.40 $18.75 ($6,618.75)
10/23/2007 O BTO .IOWNB - IWM FEB 2008 80 Put 15 $4.00 $22.50 ($6,018.75) 1,424.78
10/25/2007 O STC .IOWNC - IWM FEB 2008 81 Put 14 $4.90 $17.50 $6,842.39
10/17/2007 O BTO .IOWNC - IWM FEB 2008 81 Put 14 $4.25 $17.50 ($5,967.50) 874.89
10/22/2007 O STC .IOWNE - IWM FEB 2008 83 Put 14 $5.60 $17.50 $7,822.38
10/19/2007 O STC .IOWNE - IWM FEB 2008 83 Put 13 $6.15 $16.25 $7,978.62
10/18/2007 O STC .IOWNE - IWM FEB 2008 83 Put 20 $4.65 $25.00 $9,274.85
10/17/2007 O STC .IOWNE - IWM FEB 2008 83 Put 20 $4.95 $25.00 $9,874.84
10/15/2007 O STC .IOWNE - IWM FEB 2008 83 Put 33 $4.55 $41.25 $14,973.52
10/15/2007 O BTO .IOWNE - IWM FEB 2008 83 Put 100 $4.05 $125.00 ($40,625.00) 9,299.21
10/15/2007 O BTC .IOWVD - IWM OCT 82 Put 44 $0.74 $55.00 ($3,311.00)
10/15/2007 O STO .IOWVD - IWM OCT 82 Put 44 $0.90 $55.00 $3,904.93 593.93
10/18/2007 O BTC .IOWVE - IWM OCT 83 Put 87 $0.97 $108.75 ($8,547.75)
10/17/2007 O STO .IOWVE - IWM OCT 83 Put 37 $1.21 $46.25 $4,430.68
10/17/2007 O STO .IOWVE - IWM OCT 83 Put 50 $0.97 $62.50 $4,787.42
10/17/2007 O BTC .IOWVE - IWM OCT 83 Put 62 $0.84 $77.50 ($5,285.50)
10/16/2007 O STO .IOWVE - IWM OCT 83 Put 40 $1.11 $50.00 $4,389.93
10/15/2007 O STO .IOWVE - IWM OCT 83 Put 22 $1.01 $27.50 $2,194.46 1,969.24
10/22/2007 O BTC .IOWWA - IWM NOV 79 Put 15 $1.84 $18.75 ($2,778.75)
10/22/2007 O STO .IOWWA - IWM NOV 79 Put 15 $2.16 $18.75 $3,221.20 442.45
10/30/2007 O BTC .IOWWB - IWM NOV 80 Put 37 $1.38 $46.25 ($5,152.25)
10/30/2007 O STO .IOWWB - IWM NOV 80 Put 37 $1.48 $46.25 $5,429.66 277.41
10/26/2007 O BTC .IOWWD - IWM NOV 82 Put 70 $2.22 $87.50 ($15,627.50)
10/19/2007 O STO .IOWWD - IWM NOV 82 Put 55 $2.52 $68.75 $13,791.03
10/18/2007 O STO .IOWWD - IWM NOV 82 Put 15 $2.03 $18.75 $3,026.20 1,189.73
10/24/2007 O STC .IQQOD - IWM MAR 2008 82 Put 3 $5.95 $12.95 $1,772.02
10/24/2007 O STC .IQQOD - IWM MAR 2008 82 Put 15 $5.60 $18.75 $8,381.12
10/22/2007 O STC .IQQOD - IWM MAR 2008 82 Put 22 $6.10 $27.50 $13,392.29
10/17/2007 O BTO .IQQOD - IWM MAR 2008 82 Put 40 $4.95 $50.00 ($19,850.00) $3,695.43
Total Realized Gain/Loss for IWM $23,743.77
Total Realized Gain/Loss $23,743.77
92 de 138 - 30/10/2007 19:23
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 16, 12h00
Total réalisé 23743/50000 = 47.48% / 16_day
Account Value 64734/50000 = 29.46% / 16_day
[Pondéré: 663% Annuel]
93 de 138 - 30/10/2007 19:34
artes Messages postés: 1509 - Membre depuis: 15/12/2006
NOTE : Après quinze jours j'affiche uniquement le résultat pondéré en calcul annuel//
94 de 138 - 30/10/2007 21:05
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Le point à 21 heures
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Virtual Trade Account Positions
As of 10/30/2007 4:03:50 PM ET
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.IOWBC IWM FEB 2008 81 Call $81.12 15 $4.95 $7,425.00 4.8 $7,200.00 ($225.00) Trade | Roll | Sprd | Notes
.IOWBD IWM FEB 2008 82 Call 50 $4.68 $23,400.00 4.3 $21,500.00 ($1,900.00) Trade | Roll | Sprd | Notes
.IOWKC IWM NOV 81 Call -35 $2.21 ($7,735.00) 2.21 ($7,735.00) $0.00 Trade | Roll | Sprd | Notes
.IOWNA IWM FEB 2008 79 Put 15 $4.50 $6,750.00 3.65 $5,475.00 ($1,275.00) Trade | Roll | Notes
.IOWNB IWM FEB 2008 80 Put 72 $4.51 $32,438.26 4 $28,800.00 ($3,638.26) Trade | Roll | Sprd | Notes
.IOWWB IWM NOV 80 Put -38 $1.59 ($6,042.00) 1.62 ($6,156.00) ($114.00) Trade | Roll | Sprd | Notes

Total Cash $16,793.40
Account Value $65,877.40
95 de 138 - 31/10/2007 16:28
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 17
96 de 138 - 31/10/2007 17:09
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Définitions de at the money en Anglais sur le Web :
google
97 de 138 - 31/10/2007 17:11
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Définitions de out of the money en Anglais sur le Web : OTM

Out Of The Money
98 de 138 - 31/10/2007 17:12
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Définitions de in the money en Anglais sur le Web : ITM


In The Money ITM
99 de 138 - 02/11/2007 09:42
artes Messages postés: 1509 - Membre depuis: 15/12/2006
Les opérations de Mercredi & jeudi 01/11

10/31/2007 O STC .IOWBC - IWM FEB 2008 81 Call 15 $5.35 $18.75 $8,006.12
10/24/2007 O BTO .IOWBC - IWM FEB 2008 81 Call 15 $4.95 $18.75 ($7,443.75) 562.37
11/01/2007 O BTC .IOWKC - IWM NOV 81 Call 35 $1.58 $43.75 ($5,573.75)
10/26/2007 O STO .IOWKC - IWM NOV 81 Call 35 $2.21 $43.75 $7,691.13 2,117.38
10/31/2007 O BTC .IOWWB - IWM NOV 80 Put 47 $1.12 $58.75 ($5,322.75)
10/31/2007 O STO .IOWWB - IWM NOV 80 Put 47 $1.25 $58.75 $5,816.16
10/31/2007 O BTC .IOWWB - IWM NOV 80 Put 38 $1.50 $47.50 ($5,747.50)
10/30/2007 O STO .IOWWB - IWM NOV 80 Put 38 $1.59 $47.50 $5,994.40 740.31
11/01/2007 O BTC .IOWWC - IWM NOV 81 Put 40 $2.07 $50.00 ($8,330.00)
11/01/2007 O STO .IOWWC - IWM NOV 81 Put 40 $2.52 $50.00 $10,029.84 1,699.84

Total Realized Gain/Loss for IWM $5,119.90
Total Realized Gain/Loss $5,119.90
100 de 138 - 02/11/2007 09:45
artes Messages postés: 1509 - Membre depuis: 15/12/2006
DAY 19
138 Réponses
    5  
Messages à suivre: (138)
Dernier Message: 16/Janv/2008 12h01

Titres Discutés
Indices Mondiaux
Australia 0.4%
Brazil 0.8%
Canada 0.3%
France -0.6%
Germany -1.3%
Greece 0.0%
Holland -0.7%
Italy -1.0%
Portugal -0.2%
US (DowJones) -0.1%
US (NASDAQ) -1.5%
United Kingdom -0.2%
Palmarès Hausse (%)
EU:THEBS 0.12 51.3%
EU:MLCOU 1.45 31.8%
EU:ALTAO 0.01 27.7%
EU:EXA 117 25.3%
EU:ALEFA 0.38 18.8%
EU:ALAGO 0.17 18.6%
EU:CRI 7.95 18.1%
EU:ALGTR 5.90 11.3%
EU:ERC 2.22 11.0%
EU:SWICH 6.70 9.1%

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Dernières Valeurs Consultées

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