Gold Risk Reversal on a very bearish pathby George Austin17th March 202017th March 2020Just a reminder to anyone trading Gold kept a close eye on the Options Risk Reversal (Fence), we see it used widely across our Rates… Read More »Gold Risk Reversal on a very bearish path
Silver Straddles backtesting – a couple of pointers that might be worth checkingby George Austin12th February 202012th February 2020If you’re in the space of running backtests on Silver Options these pointers might be handy, we were looking for a set of criteria that… Read More »Silver Straddles backtesting – a couple of pointers that might be worth checking
Options trades showing contingent backtesting promiseby George Austin3rd February 20203rd February 2020We recently introduced contingent backtesting that now allows traders to run in-depth backtests, using any number of criteria available in the PricingMonkey sheet to trigger… Read More »Options trades showing contingent backtesting promise
Copper/Gold Index vs US 10-years yields getting adriftby George Austin29th January 202029th January 2020This might be useful if you’re looking for trade ideas across Copper/Gold and US 10-Years, the Gundlach Index (Copper/Gold * 100) vs US 10-Year Yields… Read More »Copper/Gold Index vs US 10-years yields getting adrift
Gold on the move, watch out Copper and US-10 yearsby George Austin27th December 201929th December 2019Buy TYG 129 Calls vs HGG 2.90 Calls approx. 30 Delta switch 29 & 33 days to expiry Sell the HGG 2.77/2.90 Risk Reversal (calls… Read More »Gold on the move, watch out Copper and US-10 years
Gold Implied Vol vs US 10-Year IV back on the radar – Trade Ideaby George Austin12th December 201912th December 2019Feb Gold Straddle vs Feb US 10-Year(TY) Straddle (Buy GCF^ Sell TYF^) This is the same idea we had back in October which worked well… Read More »Gold Implied Vol vs US 10-Year IV back on the radar – Trade Idea
Bullish Silver here? Maybe look at this call switch vs Copper – Trade Ideaby George Austin10th December 201910th December 2019Just looking at the weekly market heatmap from Predata and seeing that Silver is number one on the Global Markets Scoreboard, apparently reduced supply chat… Read More »Bullish Silver here? Maybe look at this call switch vs Copper – Trade Idea
Silver Straddle Spread that looks good on paper – Trade Ideaby George Austin25th November 201925th November 2019March Silver 17.3 Straddle – January Silver 17.1 Straddle with 92 & 31 days to expiry This trade flagged up to us when we were… Read More »Silver Straddle Spread that looks good on paper – Trade Idea
Gold Implied Vol back below 55% of Silver Implied – Trade Ideaby George Austin14th November 201914th November 2019A trade highlighted to us this morning. Feb Silver Implied Vol vs Feb Gold Implied might be useful if you have a view between these… Read More »Gold Implied Vol back below 55% of Silver Implied – Trade Idea
Gold Bearish Weighted Iron Fly on our radar this morning – Trade Ideaby George Austin5th November 20193*GCZ 1475 Puts-GCZ9 1505 Straddle+ 1*GCZ 1555 Calls, -46.4 Delta, -43.7 Sticky Delta with 20.4 days to expiry Saw this trade flagged up this morning… Read More »Gold Bearish Weighted Iron Fly on our radar this morning – Trade Idea