· 方法论
涉及标的： $HIMS
是的，宏观因素是其中很大的一个方面。当我做 $HIMS 的突破交易时，我考虑了抢跑降息作为对42%做空比例(SI)的买入压力，以及PPI数据+惊喜睾酮产品发布，当时股价低于$50，从而创造了突破+逼空(short squeeze)。 由于降息几乎确定，股票已经被抢跑。但大量未平仓合约(open interest)将在19日到期。这通常有助于许多散户基于“九月抛售(Sell in September)”进行看空押注，但做市商(MMs)可能会总是清洗看涨期权(calls)。 我不知道当天的方向，所以我承担的风险较小，但抢跑(frontrunning)赚得最多。
Yeah macro is large aspect of it. When I do breakouts like for $HIMS I considered front running rate cut as buying pressure for the 42% SI as well as PPI data + surprise testosterone product release when it was back sub $50 to create a breakout + short squeeze. Stocks already got frontran since cuts at almost certain. But much open interest expiring 19th. Helps a lot of retail bet bearish from “Sell in September” usually, but MMs might always flush calls. I don’t know the direction day of so im taking less risk but front running made the most money.