Recent Content by VIXFactor

  1. Please comment on this simple volatility strategy

    I wonder if the better play for the OP is to put the $900,000 in long stocks when the VIX is low/stable/whatever:) and simply put the $100,000 in...
    Post by: VIXFactor, Sep 3, 2015 in forum: Strategy Building

  2. Please comment on this simple volatility strategy

    The fact that you question why the word premium is used when you mention the VX futures means there is still a lot of work to be done. First,...
    Post by: VIXFactor, Sep 3, 2015 in forum: Strategy Building

  3. VIX/VXX/VX Trading Journal

    The spike in vols has pushed my FLYS and Calendars into the red so I have no choice but to just sit on them and wait for the vols to bleed out...
    Post by: VIXFactor, Aug 28, 2015 in forum: Journals

  4. VIX/VXX/VX Trading Journal

    Yes find it easier to play the front month with VIX options rather than VX to control the risk. But the catch 22 is VIX options are inflated at...
    Post by: VIXFactor, Aug 27, 2015 in forum: Journals

  5. VIX/VXX/VX Trading Journal

    The -SEP/+OCT/-NOV VX Fly looks interesting at around 1.50 credit... Will have to study if I want to overlap this with my NOV/DEC/JAN position...
    Post by: VIXFactor, Aug 27, 2015 in forum: Journals

  6. VIX/VXX/VX Trading Journal

    My problem is the NOV portion of the FLY has lifted with SEP/OCT so I have to sit on it for some time now. I agree the curve has flatten at...
    Post by: VIXFactor, Aug 27, 2015 in forum: Journals

  7. VIX/VXX/VX Trading Journal

    I think the short VX futures ETN can work now but you might have to hold for a while until you see the returns since a sharp sell off like we had...
    Post by: VIXFactor, Aug 27, 2015 in forum: Journals

  8. VIX/VXX/VX Trading Journal

    [ATTACH] Big swing up in the front months but the back months have stayed relatively flat rising in unison. Some possible plays on the -DEC/+JAN...
    Post by: VIXFactor, Aug 26, 2015 in forum: Journals

  9. VIX/VXX/VX Trading Journal

    Sorry, I wrote it backwards, you are correct. My point was that as it re balances into October by SELLING SEP and BUYING OCT with the current...
    Post by: VIXFactor, Aug 26, 2015 in forum: Journals

  10. VIX/VXX/VX Trading Journal

    VXX Short signal here so taking it after all the volatility: LONG xx AUG 28th VXX $24.50 Puts @ $1.55 VXX @ $24.12
    Post by: VIXFactor, Aug 26, 2015 in forum: Journals

  11. VIX/VXX/VX Trading Journal

    VXX has certainly jumped on the vol spike as expected. However, with the steepness in the curve hopefully levelling off in the coming months and...
    Post by: VIXFactor, Aug 26, 2015 in forum: Journals

  12. VIX/VXX/VX Trading Journal

    SEP/NOV Calendar has gone backwards. I usually am very quick to cut losses being kind of hesitant to let positions run but going to let this...
    Post by: VIXFactor, Aug 24, 2015 in forum: Journals

  13. VIX fly / spread journal

    ToS platform really exaggerates the curve I think haha. Another snapshot shows a little flatter but still curving in front month. [ATTACH]
    Post by: VIXFactor, Aug 22, 2015 in forum: Journals

  14. VIX/VXX/VX Trading Journal

    Agreed. I also tend to feel that we will have some more vol (VIX) spiking but the futures will stay at a somewhat discount to VIX. My only fear...
    Post by: VIXFactor, Aug 21, 2015 in forum: Journals

  15. VIX/VXX/VX Trading Journal

    TRADE- At the close entered a calendar with SEP/OCT but replicated using the VIX options instead to reduce the risk significantly in most...
    Post by: VIXFactor, Aug 21, 2015 in forum: Journals