have you tried including realized vol of spx in your indicator? i've looked briefly at levels of iv vs realized or vix vs realized to help...
Hey Doobs yes i am. Ive been more focused in the first 3 spreads. What about you? And to my previous post since i couldnt edit it, figuring out...
for all that follow along here, what has been the biggest mistake that you've made trading vix? i think for me it was fear at first,...
sorry - 5 digits and i have a few different styles of trading in there that can trade within days or weeks. i hope to have this be 6 by year end
its now year end, ive attached my strategy performance analysis (from IB) for the year in both daily and monthly form. ive made a lot of...
from my brief research on it.. its also interest free
i closed all the feb mar spreads i had today between 0.96 and 1.00 (i was long the spread). i have no other positions at the moment. merry...
OCTOBER 2013. the spread swung from -88 to 0.88 and back to -0.70
hah - thanks. hard to argue when you're all more expierenced than me, but i did my best. too bad to miss out on more of this pnl, but im glad i...
i'm good. i was long dec and short jan. i closed it yday for profit and have nothing in the spread today, although it has moved a lot more.
and there it is, -20 on es and 70 on the spread. u were all right.
fair enough and i appreciate your color. your description is what i was aiming for, but i knew i would potentially experience losses and...
awesome. i appreciate everyones input on the trade. rallymode: i'd like to further discuss why you think that in 100 samples of similar...
yes - the other ones havent moved much funny u say im acting like i bot cds and they r paying off, because in something completely seperate,...
do you have a sample of 100 similar conditions that i can see to confirm? additionally, i would NOT necessarily recommend the same trade in var...
its hard for me to argue that i didnt need a sell-off when one happened and there is nothing else to compare it to. FYI over 100 spreads...
started with "es has to be down 20-30 to make money" to es is down 10 what do u expect? are u here to troll me or what? es was down 5...
i couldnt believe my eyes when it went to 0.50.. i rushed to get some orders in but it was too late. i closed 77. i had added some and scalped...
wow - that happend much sooner than anticipated.
no - but i dont want to get into what the exact ratios are, but it isnt 1:1 also, i am arguing for the merits of the spread because i think its...
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