I should just learn how to use the CBOE search engine. It sounds like this is what I want:...
Yep, I get it. See subsequent discussion. The VT index is what I need to be looking at, even better than the VIX. But I don't want to make a...
Interesting... this does seem to be what I'm asking for. But I'm still very new to this, so I'm still not sure about the implications... VIX...
Hmm, I guess what I really want is a variance swap. It's only for a couple of weeks, so maybe I could implement it using a strip of SPY options....
Is anyone familiar with the VIX binary options? I have zero experience with these as well, but just intuitively... especially with front...
I've read that front-month VIX futures tend to move about 1/2 as fast as spot prices on a quick move up. I guess I just have to take that into...
Consider me edumacated: https://www.donfishback.com/blog/2009/01/25/vix-futures-are-not-always-a-volatility-play/ So, I'm still stuck....
Mark, My plan was to sell the options (not exercise them) 15 days into the trade, and 15 days before expiration. My option calculator came up...
I'd love to see a paper on this, especially one that digs into covariant factors. I'm assuming this is all at the same institution/same time...
Would you like to see a list of excellent scientists and businessmen who excelled in their formal education? It's a long list. Failing in...
I for one don't accept the theory that there are *any* downsides to excellence in formal education. I don't agree that formal education implies...
I have *my* answer to this question... I firmly believe that when someone is between the age of 13-21, their true "profession", their job, is...
Hey folks, Turns out it's not that hard to figure out at all. VIX options are trading with an IVM of about 85% 30 days out... So if I buy...
I trade the equivalent of a straddle on the open, counting on that noise to push me out of the range. But other than that, I don't do *any*...
For every 100 monkeys who randomly made buy/sell decisions on those 3 trades, 12 monkeys would have come up with the OP's results. For every...
Hey guys, Thought I'd turn to the experts for a little advice. :) My strategy (confirmed in backtesting) is bearish in vol, and will gets...
Perhaps someone that uses TS can come in and verify if that's the way TS behaves. Your explanation as to *why* this design choice makes little...
The official NinjaTrader answer is "this is by design". Ugh.
Yep. There is an unbelievable bug within NinjaTrader in its handling of ticks (at least from IQFeed), with *any* thinly traded stock....
I might have to eat crow here. The closer I look at the problem, the more I believe the bug is with NinjaTrader. (And it's a pretty significant...
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