Commuting is a very difficult option if not an irresponsible solution, if you need to be at your desk at 8 AM and have a family (kids and working...
Let me see whether I can bring some Kelly logic to this discussion. Your goal is to make most money in the long run, subject to your risk...
week of 2/20-2/24 +3,645 could not get any sustainable runs in the acct equity curve. it is getting rather boring and frustrating. njrookie
A positive week. up +4K. njrookie
last week: +16K YTD: +12K trading too large at the beg of the year. now down to a more manageable size. not enough action in the mkt....
today +1.4K njrookie
what I have observed and what I am trying to say is that the negative relationship b/w VIX (in points or in %) and SPX (in % or points) is not...
slope of IV goes up for OTM puts.
VIX goes up very fast - more than linearly - when SPX goes down. It is related to (risk neutral) skew going up in the option mkt when things flare...
Thanks sle and garachen for clarifying the rollover issue of the ETPs. The best deal is to: 1 manage both a regular and an inverse with...
30% only? That is scary to some extent. If VIX quadruples, then VXX might double or triple. I know ETN carries credit risk. Naked exposure...
You mean they calculate daily implied value using mid b/o at closing WITHOUT actually hold the VIX futures? I am suspicious: 1. you can swap...
0.8-0.9 correlation is not the same as "identical".
Anyone know how exactly the VIX ETPs roll over each day? I understood how much need to be rolled over. The sponsor claims the rollover is done...
a small loss day. hopefully the bleeding has stopped. -1k njrookie
slump continues... -6K njrookie
Lescor trades prop. The amount of capital/equity contribution is irrelevant. When your prop firm is comfortable with you, your BP is rather unlimited.
I just lost about 50K I made earlier in the year and am back to flat for the year. No tears and no cries. Went out for dinner twice over...
another bad day. -15k. atticus: it is new IB. no offense/hate taken. we are cool. njrookie
atticus it is rounding :) what difference does a couple of hundreds make? njrookie
Separate names with a comma.