The Lonely Trader

Weekly Watchlist

In Journal on July 19, 2015 at 18:57

Full weekly list here.

#AMZN #COF #COH #CSCO #EXPE #FB #GNC #IMB #LNKD #MSFT #NCR #P #PCLN #RIG #SAM #SBUX #TWTR #V #X

20150719 0 Equities Sht Vol Wkly Rankings
#DBA #FXE #OIH #UUP
20150719 0 ETFs Sht Vol Wkly Rankings

Weekly Watchlist

In Journal on July 12, 2015 at 18:09

Full weekly results here.

I’ve added day/week/month standard deviation figures based on implied volatility. Obviously these will change throughout the week, so will pull another data set tomorrow evening. The figures complement the model — I will shoot for good levels between the projected range extremes and the weekly/monthly SD expected moves…so far the model is stable, even during the last couple of weeks.

Not posting individual issues tonight. Will wait for tomorrow’s trading to confirm Tuesday selections. For now, the short lists.

Equities:

#BIIB #YUM #NTES #NCR #FCX #NVDA #WMT #DDD #MSFT #GMCR #CI #KO #NFLX #POT #AMZN #CMG #CTXS #JNPR #COH #BIDU #ADSK #INTC #IBM #COF #P #EA #T #MON #WFM #UNP #EMC #MLNX #SBNY #MOS #Z #BAC #DOW #PFE

Alt: #AAPL #CVS #JNJ #MAR #CRM

20150712 0 Equities Short List

ETFs:

#TLT #FXE #TBT #EFA #FXI #EWW

20150712 0 ETFs Short List

Weekly Rankings: #ADP #AGU #EFA #EBAY #EWW #FAZ #SBUX #SNDK #YELP #YUM #WMT #WYNN

In Journal on July 5, 2015 at 15:53

VIX has spiked to the highest levels since January and #SPX has pushed modestly through near term support. Volume profile analysts are probably cooing about their nodes — 2060 held back the sellers. We shall see this week. (I stand by my theory that support and resistance lines — or supply and demand levels or whatever people like to call them — are just as effective. And cleaner.)

Greece, China, Puerto Rico, and the jobs data that nobody believes anyway: It was all a conspiracy. If you believe in that sort of thing. Whatever the causes, the US indices have had a bit of a reset. Enough of a reset (probably) to pique the near term interest of the BTFD crowd. I’m guessing that they are waiting to see if the above event risks have an outsized impact on the markets.

So I’m staying with the idea that — in the US and Europe at least — three will be no sharp sell-offs of more than a few percent. Maybe a nice stab lower…but nothing alarming for this week…I hope. Having said that, there will probably be no sharp bounces either. Let’s see what happens overnight and on Monday.

This week’s list includes ADP, AGU, EFA, EBAY, EWW, SBUX, SNDK, YELP, YUM, WMT, and WYNN. Depending on the data I pull tomorrow evening, this list could expand to CSCO, DBA, FAST, IWM, LOW, PAYX, PCLN, SPY, TWTR, TZA, V, VXX,  XRT and YCS.

20150705 0 Equities Sht Vol Wkly Rankings

20150705 0 ETFs Sht Vol Wkly Rankings

Again, these instruments are ranked based on statistical patterns and volatility rankings. The real fun begins when hunting for sufficient premium and narrow (-ish) spreads at the right OTM strikes. I never know which stocks or ETFs to select until the day of, which is usually mid-morning or early afternoon on Tuesdays when I can sneak away from my damn desk…

Eniways…comments for each instrument are *below* the chart.

20150705 ADP Wkly

Last week I wrote that I liked ADP from the call side…I still like it from the call side.

20150705 AGU Wkly

I like AGU from the call side.

20150705 EBAY Wkly

I like EBAY from the put side, but concerned about the broad effects of Greece and China on US equities like EBAY. Gotta be careful here.

20150705 EFA Wkly

Last week I liked EFA from the call side. The euro is currently rallying in Wellington…complicates things a bit, but I still like EFA from the call side.

20150705 EWW Wkly

I like EWW from the call side. Generally bearish on Mexico, but not for the same reasons as Donald Trump.

20150705 SBUX Wkly

Going to step back from SBUX, but if I had to pick, I would say from the put side. Coffee futs are in the toilet, but my morning latte isn’t getting any cheaper. Assholes.

20150705 SNDK Wkly

Last week I said I liked SNDK from the call side. Very bearish chart structure. Still staying with that.

20150705 WMT Wkly

I like WMT from both the call and the put side. This might be a good iron condor play, but I would lean toward the call side first.

20150705 WYNN Wkly

I like WYNN from the call side. Been burned on this one before…may stay away.

20150705 YELP Wkly

Very bearish chart structure for YELP. Some interesting price action at this level. I like the call side.

20150705 YUM Wkly

If we leave the Shanghai Exchange thing out of the equation, there is potential for a continuation move. I like the put side, but that’s crazy talk. If I trade YUM this week, it will be from the call side. But I probably won’t trade YUM this week because I am not very good at this game anyway.

 

 

 

 

 

 

 

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