Recent Content by ShameSalad

  1. Estimating Historical VIX Option Prices

    I had not considered VXX directly. But it looks like it would be good as well. But it appears to be just as illiquid as the UVXY options. Or am I...
    Post by: ShameSalad, Jan 5, 2021 in forum: Options

  2. Estimating Historical VIX Option Prices

    Thanks for your insight. My purpose in using VIX options was to hedge my portfolio during volatile times. Currently I'm using UVXY options, but...
    Post by: ShameSalad, Jan 5, 2021 in forum: Options

  3. Estimating Historical VIX Option Prices

    I was hoping I could use the VIX data along with maybe the VVIX data and the options equation to calculate an estimation of the historical option...
    Post by: ShameSalad, Jan 5, 2021 in forum: Options

  4. Estimating Historical VIX Option Prices

    I am looking to do some back-testing using VIX call option prices to test the feasibility of a strategy and to get a better idea of the risk...
    Thread by: ShameSalad, Dec 31, 2020, 9 replies, in forum: Options

  5. Hedging the S&P500

    My positions are long in general. I say that I'm hedged or want to hedge just to reduce some of the volatility given a down market or pandemic...
    Post by: ShameSalad, Aug 15, 2020 in forum: Risk Management

  6. Hedging the S&P500

    Looking into some historical prices of the e-mini S&P500 futures contracts and did some quick hedging scenarios. It is a good way to hedge the...
    Post by: ShameSalad, Aug 10, 2020 in forum: Risk Management

  7. Hedging the S&P500

    I agree. But I still think it is a good hedge in normal bear markets. What would you suggest as an alternative to gold? Hedging only with...
    Post by: ShameSalad, Aug 6, 2020 in forum: Risk Management

  8. Hedging the S&P500

    Thanks for that recommendation. I've used the website you suggested before. It's a great tool. I'm happy with my asset allocation. However, the...
    Post by: ShameSalad, Aug 5, 2020 in forum: Risk Management

  9. Hedging the S&P500

    Yes, I've considered the %. Anything much higher than 0.5% is too much of a headwind. My returns get better without an additional hedge at that...
    Post by: ShameSalad, Aug 5, 2020 in forum: Risk Management

  10. Hedging the S&P500

    Can you elaborate on how this would work? I don't have much experience with futures.
    Post by: ShameSalad, Aug 5, 2020 in forum: Risk Management

  11. Hedging the S&P500

    Cashed out? So put stops in for my positions? I agree on the fundamentals are way off.
    Post by: ShameSalad, Aug 5, 2020 in forum: Risk Management

  12. Hedging the S&P500

    I think you're right about the SPY puts. They are the most liquid. Of course now the IV is making the prices much higher. Also, my portfolio has...
    Post by: ShameSalad, Aug 5, 2020 in forum: Risk Management

  13. Hedging the S&P500

    I currently have a portfolio that was hit hard during the Covid-19 fall that bottomed out this past March (-40%). Thankfully, I'm close to...
    Thread by: ShameSalad, Aug 5, 2020, 35 replies, in forum: Risk Management