{"id":35725,"date":"2026-04-27T16:00:54","date_gmt":"2026-04-27T14:00:54","guid":{"rendered":"https:\/\/staging.volbeast.com\/?p=35725"},"modified":"2026-07-31T19:32:49","modified_gmt":"2026-07-31T17:32:49","slug":"bacha-fed","status":"publish","type":"post","link":"https:\/\/volbeast.com\/cs\/blog\/bacha-fed\/","title":{"rendered":"Bacha, FED!"},"content":{"rendered":"\t\t
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Trading v\u00fdsledky<\/h3>

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Tento t\u00fdden ve st\u0159edu bude americk\u00e1 centr\u00e1ln\u00ed banka vyhla\u0161ovat \u00farokov\u00e9 sazby a makroekonomick\u00fd v\u00fdhled. Nen\u00ed od v\u011bci se mrknout, co takov\u00e9 t\u00fddny obvykle nab\u00edzej\u00ed, ale ne\u017e se k tomu dostanu, tady je kr\u00e1tk\u00fd rekap v\u00fdsledk\u016f od posledn\u011b.<\/p>

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Minul\u00fd t\u00fdden nedopadl v\u016fbec \u0161patn\u011b. 9 obchod\u016f, 4 ztr\u00e1ty, 5 zisk\u016f.<\/p>

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Celkem: +1 024 USD (+1,73 %)<\/p>

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FOMC statement<\/h3>

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Tento t\u00fdden zat\u00edm taky neza\u010dal \u00fapln\u011b blb\u011b, ale to hlavn\u00ed n\u00e1s teprve \u010dek\u00e1. Jak jsem zm\u00ednil v \u00favodu, ve st\u0159edu je na programu FOMC statement. Seznam t\u011bchto dn\u00ed m\u016f\u017eeme naj\u00edt p\u0159\u00edmo v kalend\u00e1\u0159i FEDu<\/span><\/a>.<\/p>

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Implikovan\u00e1 volatilita<\/h3>

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Tahle ud\u00e1lost je pro op\u010dn\u00ed tradery zaj\u00edmav\u00e1 hlavn\u011b kv\u016fli chov\u00e1n\u00ed implikovan\u00e9 volatility (IV) p\u0159ed vyhl\u00e1\u0161en\u00edm sazeb a n\u00e1slednou tiskovkou.<\/p>

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Zjednodu\u0161en\u011b \u0159e\u010deno: od pond\u011bl\u00ed do st\u0159ede\u010dn\u00edho reportu IV obvykle roste, \u010d\u00edm\u017e brzd\u00ed \u010dasov\u00fd rozpad opc\u00ed. Jakmile ale vyjdou data ven, IV imploduje a vyt\u00e1hne hodnotu z opc\u00ed rychleji ne\u017e nena\u017eran\u00fd pr\u016fmyslov\u00fd vysava\u010d \u2013 nebo moje \u017eena hotovost ze spo\u0159ic\u00edho \u00fa\u010dtu, kdy\u017e n\u00e1hodou proj\u00ed\u017ed\u00ed kolem IKEA.<\/p>

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Sd\u00edlen\u00ed strategie m\u016f\u017ee pomoci<\/h3>

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To m\u00e1 z\u00e1sadn\u00ed vliv na celou \u0159adu op\u010dn\u00edch strategi\u00ed, tak\u017ee d\u00e1v\u00e1 smysl si v souvislosti s t\u011bmito daty ud\u011blat p\u00e1r test\u016f. Jeden kolega mi v\u010dera jeden takov\u00fd backtest poslal a ptal se m\u011b na n\u00e1zor. Trochu jsem bojoval s nastaven\u00edm sizingu, ne\u017e jsem si v\u0161iml, \u017ee test ob\u010das vyprodukuje kalend\u00e1\u0159 a ob\u010das diagon\u00e1l. T\u00edm p\u00e1dem parametry risku mezi jednotliv\u00fdmi trejdy l\u00edtaly nahoru a dol\u016f jak n\u00e1lada zedn\u00edk\u016f p\u0159i rekonstrukci m\u00e9ho bar\u00e1ku, co\u017e je pro men\u0161\u00ed \u00fa\u010dty v podstat\u011b nepou\u017eiteln\u00e9.<\/p>

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Napadlo m\u011b ale hned n\u011bkolik variant, kter\u00e9 by pou\u017e\u00edt \u0161ly. Asi nejv\u00edc se mi zal\u00edbila ta z obr\u00e1zku: jednoduch\u00fd put kalend\u00e1\u0159 m\u00edrn\u011b v pen\u011bz\u00edch s exspirac\u00ed short opce ve st\u0159edu a long opce ve \u010dtvrtek (p\u0159ed FOMC statement).<\/p>

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Jednoduch\u00fd kalend\u00e1\u0159n\u00ed spread<\/h3>

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\"FOMC<\/p>

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Pl\u00e1n je p\u0159\u00edmo\u010dar\u00fd: zav\u00edr\u00e1 se to bu\u010f t\u011bsn\u011b p\u0159ed reportem, na profit targetu, nebo pokud trh v\u00edc vykles\u00e1 (delta exit). Nen\u00ed to \u017e\u00e1dn\u00fd svat\u00fd gr\u00e1l, ale mechanicky to funguje.<\/p>

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P\u0159ikl\u00e1d\u00e1m i link na test:<\/p>

Link na backtest (funguje pouze pro p\u0159ihl\u00e1\u0161en\u00e9 v Option Omega s aktivn\u00edm p\u0159edplatn\u00fdm)<\/span><\/a><\/p>

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Zrovna dnes se obchod nekonal \u2013 kombo bylo na m\u016fj vkus p\u0159\u00edli\u0161 drah\u00e9 a nerad kupuju n\u011bco, co nem\u00e1 dobr\u00fd pom\u011br cena\/v\u00fdkon. \ud83d\ude42 Podobn\u00fdch klenot\u016f se d\u00e1 ale naj\u00edt cel\u00e1 \u0159ada. Dokonce jde v t\u011bchto t\u00fddnech lehce \u201eohnout\u201c i n\u011bkter\u00e9 jinak zajet\u00e9 strategie, proto\u017ee se to prost\u011b nab\u00edz\u00ed a trh n\u00e1m ty p\u0159\u00edle\u017eitosti serv\u00edruje na podnose.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"

Minul\u00fd t\u00fdden nedopadl v\u016fbec \u0161patn\u011b. 9 obchod\u016f, 4 ztr\u00e1ty, 5 zisk\u016f.
\nCelkem: +1 024 USD (+1,73 %).
\nA p\u0159ikl\u00e1d\u00e1m setup na jeden FOMC trade, kter\u00fd stoj\u00ed za pozornost.<\/p>\n","protected":false},"author":7,"featured_media":29218,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_surecart_dashboard_logo_width":"180px","_surecart_dashboard_show_logo":true,"_surecart_dashboard_navigation_orders":true,"_surecart_dashboard_navigation_invoices":true,"_surecart_dashboard_navigation_subscriptions":true,"_surecart_dashboard_navigation_downloads":true,"_surecart_dashboard_navigation_billing":true,"_surecart_dashboard_navigation_account":true,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"categories":[61,47,65,62],"tags":[],"class_list":["post-35725","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-trading","category-volbeast","category-volbeast-system","category-vysledky"],"_links":{"self":[{"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/posts\/35725","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/comments?post=35725"}],"version-history":[{"count":12,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/posts\/35725\/revisions"}],"predecessor-version":[{"id":36407,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/posts\/35725\/revisions\/36407"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/media\/29218"}],"wp:attachment":[{"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/media?parent=35725"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/categories?post=35725"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/volbeast.com\/cs\/wp-json\/wp\/v2\/tags?post=35725"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}