Futures rolling

[globalarbtrader]

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.

 

[Jason101]

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.

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

 

[BlueRoo]

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.

 

[punjabi]

more info pls...

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.

Hi blueroo,

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

cheers

 

[BlueRoo]

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)