Recent Content by guspenskiy13

  1. Volatility Trade - countertrend

    Smallest VIX cycle by range & VIX complex RV has been nowhere over the past 2 cycles, too... I'm sitting on decent profits from SVXY short...
    Post by: guspenskiy13, Nov 14, 2017 in forum: Trading

  2. Volatility Trade - countertrend

    Long vol has been a 'BDSM' trade of YTD...mainly due to weeks of premo bleed (even with decent entry) for a quick, sometimes even intra-day,...
    Post by: guspenskiy13, Nov 13, 2017 in forum: Trading
  3. guspenskiy13
    Profile Post

    I don't throw darts at a board. I bet on sure things.

    I don't throw darts at a board. I bet on sure things.
    Status Update by guspenskiy13, Apr 7, 2017

  4. Long vol through short ITM VIX puts

    VIX not too impressive, clear IV bid up as SPY -0.11% and VXX +3.52%. Typically presents a shorting opportunity, especially if it's more news...
    Post by: guspenskiy13, Apr 7, 2017 in forum: Options

  5. Cool trading related pictures

    Something to remember... [IMG]
    Post by: guspenskiy13, Apr 7, 2017 in forum: Educational Resources

  6. Long vol through short ITM VIX puts

    Think about it...M8 goes as much down as M1, with 220+ days to go...who cares about the front - seems like shorting the back is the way to go :)...
    Post by: guspenskiy13, Apr 6, 2017 in forum: Options

  7. Long vol through short ITM VIX puts

    bought some /VX May. I've considered doing some bear spread on SVXY for the opex 2 months from now, especially if we get the vol fader into...
    Post by: guspenskiy13, Apr 6, 2017 in forum: Options

  8. Long vol through short ITM VIX puts

    Flat, cheap curve is the main reason without a question. I'm sorry, what do you mean by 'day count correction'? I use historical data for each...
    Post by: guspenskiy13, Apr 6, 2017 in forum: Options

  9. Long vol through short ITM VIX puts

    I've hear there is an arb VX/VSTOXX trade right now, which puts additional buying pressure on the front. Anyways, here is the small graphic for...
    Post by: guspenskiy13, Apr 5, 2017 in forum: Options

  10. Long vol through short ITM VIX puts

    Shorting VIX has been a hugely successful trade post-crisis, because of a general belief that real volatility will always be absorbed by the...
    Post by: guspenskiy13, Apr 5, 2017 in forum: Options

  11. Long vol through short ITM VIX puts

    Thanks for the detailed analysis. I believe that the entry into this position, relative to the ratio of M1/M2 that VXX holds, is an important...
    Post by: guspenskiy13, Apr 4, 2017 in forum: Options

  12. Long vol through short ITM VIX puts

    Yes, indeed. I will look more at the pricing, but overall it looks as low risk and high probability. I've tried to focus on "what's the worst that...
    Post by: guspenskiy13, Apr 2, 2017 in forum: Options

  13. Discounts driving U.S. vehicle sales higher

    and car loan defaults are at ATH
    Post by: guspenskiy13, Apr 1, 2017 in forum: Economics

  14. Commitments of Traders report. Can it help crude trading?

    I have also looked to employ the CoT report and long/short volume for the VIX complex. It would be nice to get some actual numbers on any...
    Post by: guspenskiy13, Apr 1, 2017 in forum: Commodity Futures

  15. Long vol through short ITM VIX puts

    As April is almost flat with May (0.29 M2-M1); [ATTACH]
    Post by: guspenskiy13, Mar 31, 2017 in forum: Options