This is my trading journal for VIX Futures. I will post real trades in real time (small size). Looking for any guidance or helpful critique. I...
Yes, I think we both agree. But I don't know what traders do when they manage a book across securities.
I think he's referring to underlying(s) plural. Might be tricky to aggregate deltas from different securities. Make sense to me, but I'm not an...
Rally, is trading seasonality a reasonable way to start dabbling in VIX? Or should I really make sure that I understand all the product...
Ah ok - thanks Rally. I’m new to this and haven’t done all my homework around past data yet. Thanks for your patience.
Take a look at VIQ future for that kink (not huge but it’s there). Also take a look at VIZ although volume is obviously much lighter.
Ya, I figured the last few days backwardation was due to China concerns but I couldn’t figure out the other anomalies...
Does anyone know the reason for the current shape of the VIX term structure? I’m specifically referring to the kink in August futures and...
Yes, I hold shares so interested in seeing what the options imply.
Hey TBS, are you doing anything on CI later this week? If so, how would you play it? Release is on Thursday before the open.
Thank you for this. I actually feel that I have an edge based on my bias for the day (up/down). But I am weak on establishing entry/exit and stop...
Would it be helpful to observe the relative rate of change between the futures and xyz and then model this on relative volume also?
I feel like there is some reflexivity here - at least for the massive order spikes that I see in the ES from time to time. Also, early day and...
What proportion of the intraday volume is legitimate buying/selling? (Whether by bots or not?) Does anybody know? Wouldn’t real buying/selling...
I cannot refute what you are saying. However, I don’t agree with it. There are many traders who have EOD exit parameters. If my exit parameters...
With regards to MAE / MFE debate, perhaps they can be used as an input for what I am trying to measure. But on its own, it seems incomplete. What...
Why do you believe this to be the case?
I was looking for a way to score my decision making process, this makes sense to me. Regarding edge...I really struggle with the definition....
Yes exactly - I’m always flat by end of day.
Hello everyone, noob trader here. Learning the ropes by observing intraday prices and making macro calls on a paper trading account. I would...
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