Forums - would you like to see double inverse short term VIX?

HOME FORUMS BROKERS SOFTWARE BOOKS CONTACT US

Your Account • Become a Member • Help • Search

	Forums ›› Main ›› ETFs ›› would you like to see double inverse short term VIX?

VOTE : double inverse short term VIX This poll is closed.
YES	5	71.43%
NO	0	0%
Why Bother	1	14.29%
Too much risk for me	1	14.29%
I have an ethical dilemma to making easy money	0	0%
Total:	7 votes	100%

[Edit Poll (moderators only)]

Page 4 of 5: 1 2 3 4 5

Maverick74

Registered: Mar 2002
Posts: 17337

03-09-12 10:03 PM

Quote from PHOENIX TRADING:

Oh you are talking about an etn not holding the actual underlying futures to simulate the strategy.
I thought that was common knowledge.

Yeah, but they do hold the futures. That's the problem. That is where the negative roll yield is coming from. But some of these managers are varying the degree of their futures exposure that might not allow the ETF to accurately replicate the actual VIX product it's try to replicate. In other words, it's a clusterf*ck.

Edit/Delete • Quote • Complain

PHOENIX TRADING

Registered: Mar 2012
Posts: 6770

03-09-12 10:28 PM

Quote from Maverick74:

Yeah, but they do hold the futures. That's the problem. That is where the negative roll yield is coming from. But some of these managers are varying the degree of their futures exposure that might not allow the ETF to accurately replicate the actual VIX product it's try to replicate. In other words, it's a clusterf*ck.

I wish I knew how profunds does it's daily roll.

Edit/Delete • Quote • Complain

sellindexvol66

Registered: Apr 2008
Posts: 593

03-09-12 11:02 PM

For anyone who wants to trade vol products as a directional trade...the only way is future to future spreads if you want any chance to earn. There is no other way. Good luck.

Edit/Delete • Quote • Complain

Maverick74

Registered: Mar 2002
Posts: 17337

03-09-12 11:04 PM

Quote from sellindexvol66:

For anyone who wants to trade vol products as a directional trade...the only way is future to future spreads if you want any chance to earn. There is no other way. Good luck.

Yeah I agree. The VIX switches.

Edit/Delete • Quote • Complain

chud

Registered: May 2005
Posts: 258

03-12-12 04:25 PM

Quote from Maverick74:

Yeah I agree. The VIX switches.

Would one of you guys mind explaining what switches are and why that's a better way to trade it than the just the outright futures?

Edit/Delete • Quote • Complain

sellindexvol66

Registered: Apr 2008
Posts: 593

03-13-12 02:05 AM

Quote from chud:

Would one of you guys mind explaining what switches are and why that's a better way to trade it than the just the outright futures?

I should not have said switches are better, they simply fit me better. They are simply calendar spreads. Many futures have multiple expiring months and they can trade at different rates vs the underlying. With a directional forecast you may be able to trade one against the other. It is not easier than any other type of trade, its just the one I have chosen for the past few years.

Edit/Delete • Quote • Complain

Page 4 of 5: 1 2 3 4 5

Receive an email whenever a new post is added to this thread by subscribing to it.

Rate This Thread:

Forum Jump:

Conduct Rules - Privacy Policy - Day Trader - Day Trader Forum - Best Trading Software - Sitemap

WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures Futures Brokerage & Clearing AMP Global Clearing Futures and FX Trading Bright Trading Professional Equities Trading CTS Futures Trading Software DaytradingBias.com Professional Trading Analytics ECHOtrade Professional Trading Firm	eSignal Trading Software Provider FXCM Forex Trading Services Global Futures Futures, Options & FX Trading Interactive Brokers Pro Gateway to World Markets JC Trading Group Direct Access Trading MB Trading Direct Access Trading	MultiCharts Trading Software Provider NinjaTrader Trading Software Provider OANDA Currency Trading optionshouse Option Trading & Education Rithmic Futures Trade Execution Platform SpeedTrader Direct Access Trading	SpreadProfessor Spread Trading Instruction thinkorswim by TD Ameritrade Direct Access Trading TradersStudio System Building & Backtesting Trading Technologies Trading Software Provider Trend Following Trading Systems Provider