hello everyone, this thread has been inactive for a little bit and i thought i'd post to see how everyone is doing.. i'm still trading some vix...
that position didn't work as expected. as others on here have mentioned before i should stop messing around in the front spread this close to...
that is a fine way to take advantage if you think one future is cheap vs another. yes, the term structure can invert and you can lose a lot. a...
just out of curiosity, is "at the money" defined as within some delta limit? i.e. anything between 40 and 50d? what if u trade something today...
honestly i've built my own tools / spreadsheets for doing the proper analysis on this stuff. i dont use much of IB's analytics for these spreads,...
never posted again but i took this off at around 0 a few days ago. does anyone know whats going on right now in the may june spread? flattened a...
can you link me to some more context that i was saying this in?
the past week hasn't been so bad to me. i put on a fly trade here at a price of -31, i bought the fly (depending on how you quote it) -may...
been pretty dead on this thread for a while.. but im still trading and as such here is my q1 performance.. pretty dismal. the IB analysis shows...
You shoukd be able to do all of this in excel fairly easily if you are familiar with excel. How many different tickers did you trade?
The market maker that took the other side delta hedged and the realized vol of vix was so high that he still made money
i stopped this out tight at 58. this year has been pretty dismal for me.. i had a drawdown which peaked around 6.5-7% at month end, made it all...
to those who care, most of my indicators are showing march being pretty rich relative to the rest of the curve at current levels. as of the...
to those of you using advantage futures, what are the differences between CQG and CTS? which would you recommend to someone mainly trading in vix...
have any of you heard back on the margin requirement inquiry we've talked about here? these levels are getting pretty absurd for the amount of pnl...
how's everyone doing these days? i went into the middle of last week leaning a bit long vol, but at this point ive been adding long spreads in the...
http://online.wsj.com/news/articles/SB10001424052702304149404579322961088235596?mg=reno64-wsj&url=http%3A%2F%2Fonline.wsj.com%2Farticle%2FSB1000142...
thanks for the input. for color, i'm not trying to test for things that worked back then, i am trying to stress test some of my ideas to see...
Yes
rally (or anyone else with some input), if you're around - i know you've said looking at data from 07 is pretty useless, but what do you think...
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