Recent Content by windwine

  1. What was that fund with the long volatility but long equity position?

    They were by design a shot vol player selling weeklies. Just search reddit to see how simple their main strategies are. They got burned in 2015...
    Post by: windwine, Mar 24, 2018 in forum: Trading

  2. C2 strategies comments

    I think his algo is kind of out-of-control now. Ridiculously high # of trade of long VXX recently.
    Post by: windwine, Apr 5, 2017 in forum: Automated Trading

  3. C2 strategies comments

    Thank you for the explanation. My guess is that at the market open if the SPY dipped he intend to long VXX during the day otherwise long XIV. Is...
    Post by: windwine, Mar 31, 2017 in forum: Automated Trading

  4. C2 strategies comments

    Hi bbpp, Thank you for all the excellent analysis. Would you please expand a little bit on how the VIX daytrader has deviated from his original...
    Post by: windwine, Mar 28, 2017 in forum: Automated Trading

  5. *****Official VIX Exchange Traded Products thread******

    My algo aslo tried to short XIV in morning around 10am and had the same problem. I also had to manually switch to long VXX.
    Post by: windwine, Jun 24, 2016 in forum: ETFs

  6. Historical Intraday data for Forex?

    http://ratedata.gaincapital.com/ all free of charge.
    Post by: windwine, Feb 24, 2016 in forum: Forex

  7. Easy feed by R

    Mine is Ok as I have just tested the code. I think your problem might be from the qmao package. You need to install that package at first. I think...
    Post by: windwine, Jan 25, 2016 in forum: Data Sets and Feeds

  8. Easy feed by R

    use google finance data require(qmao) currentQuote <- getQuote("AAPL", src="google") #the qmao method there is no 15min delay as in yahoo. And...
    Post by: windwine, Jan 25, 2016 in forum: Data Sets and Feeds

  9. Model for Volatility (VXX, UVXY, VXZ)

    Unless you can predict the term structure evolution for 2 years which is impossible I do not think the model is useful for trading. If you are...
    Post by: windwine, Jan 14, 2016 in forum: Options

  10. Search of 4 Books Does NOT Cover My Need in IB. Where else?

    Sorry that my browser on my cellphone did not display the book picture.:sneaky: They are pretty decent books.
    Post by: windwine, Jan 13, 2016 in forum: Interactive Brokers

  11. Search of 4 Books Does NOT Cover My Need in IB. Where else?

    where are names of the three books?
    Post by: windwine, Jan 13, 2016 in forum: Interactive Brokers

  12. [R/Python] Can I hear sound from my PC, as soon as MSFT hit $50?

    Here are the R codes I have been using to get index data from Yahoo (google) Finance and send me text message once it breaks a key lvl. You can...
    Post by: windwine, Jan 11, 2016 in forum: Automated Trading

  13. Is there any empirical study available about the profitability of option sellers vs option buyers?

    There have been academic papers talking about the profitability of index option writing strategies and most of their results can be replicated. In...
    Post by: windwine, Jan 9, 2016 in forum: Options

  14. suggestions needed for implementing daytrading systems in real time

    Thanks, will take a close look at FIX engine.
    Post by: windwine, Jan 5, 2016 in forum: Trading Software

  15. suggestions needed for implementing daytrading systems in real time

    Dear ETers, I have several day trading systems I want to put them into live actions and I need some advice on the platform/broker/programming...
    Thread by: windwine, Jan 5, 2016, 2 replies, in forum: Trading Software