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2015/01/05

Feeling Better?


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Feeling Better?

I love the slow trickle that governments use to soften the blow of a kick in the pants. They like to use the "boiling a frog in a pan" approach. The anecdote goes something like this (per Wikipedia):

"If a frog is placed in boiling water, it will jump out, but if it is placed in cold water that is slowly heated, it will not perceive the danger and will be cooked to death. The story is often used as a metaphor for the inability or unwillingness of people to react to significant changes that occur gradually, such as climate change."

While everyone is busy lamenting the end of the Holiday season and gearing up for a New Year, our friends in Washington have slipped in a little Happy New Year gift for the small business owner/thumb in the eye for the "little guy". From Zerohedge:

"Starting on January 1, 2015, a one year-delayed component of Obamacare kicks in: according to the health care law, businesses that employ at least 100 full-time workers — or full-time equivalents, including part-time workers — must offer health benefits to at least 70% of those working at least 30 hours a week by Thursday, or pay a penalty. This will expand to by next year, when companies will have to provide insurance to 95% of their workers, and firms with 50 to 99 employees must offer coverage as well. As a result, and as even the USA Today reports, "many businesses in low-wage industries have hired more part-time workers and cut the hours of full-timers recently to soften the impact of new health law requirements that take effect Thursday."

So, just as our economy really starts to gain some traction where we are seeing real job growth and robust gains in GDP, our vaunted leaders have seen it fit to increase labor cost while at the same time lowering effective wages. Brilliant!

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We had the major averages moving all over the place on the 1st trading day of the new year. From highs to lows and back on up, only the DJI was able to finish in posting territory. What does it spell for this week you may ask. We could start off the week down if crude prices continue to fall. I expect more volatility to come into play. We could see the markets swing around this week. Recent history suggests a small pop and then a slight pullback is to be expected. I am looking for slight weakness in the markets, but would not be surprised to see immediate bounce backs. Look for the volatility instead of the trend for now

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TECHNICAL DATA
ES 2056.25/2044.25
POC 2048.00
YM 17,817/17,701
NQ 4246.00/4208.5
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Let's talk some more about risk management. In all of our discussions on this matter there is one common thread that permeates....context. We have discussed that risk/reward ratios really don't mean anything unless they are analyzed in the expected value context. Here is another facet to our risk management...capital at risk. You cannot say "I am a 10 lot trader in the options room". Options trading is not like trading the ES. In that type of "rules based" trading you have a set number of lots at risk and then have defined exits with actives stops in there the entire time. The underlying is singular in nature. It's not the same with options. Trading an ATM Call in FB (~$59.25) is wildly different than trading an ATM Call in AAPL (~605.25). So, you must consider capital at risk. This is the amount of total premium outlay divided by the present value of your account. Then you must decide what percentage of the total portfolio your risk parameters dictate. This is a very personal choice. Are you more comfortable with directional trades? Implied Volatility signals? What about going into earnings? For directional trades, I can tell you that we tend to risk anywhere from 2%-5% and scale that back to the lower bound if the play is into earnings. For an IV Regression set-up, we risk about 4%-8% depending on how the reward to risk models out for us. You need to define your own comfort level and stick to your program.

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