That's a good point, and I suspect that there is such a period but can't find any immediate verification of trading hours. I was going to add in...
Your principal risk is if you haven't got a good understanding of the mechanics of VXX and the VX term structure and are likely to be surprised by...
The short answer for what you're trying to achieve is to reverse the calendar (long the near, short deferred), operate across the shorter...
ATM? You'd better read that paper a little closer !
You're most welcome!
As @lovethetrade described, one long hedging category would be the fund managers/PMs who have to adjust/rebalance large positions, or anticipating...
Futures: Strictly at settlement, the value is $1000 x *SOQ level of the VIX index. In play, $1000 x the price of the specified futures contract....
Inspiration? Trading VIX Update - $1 Million In Profits Since Brexit
You're working a non-standard (Asian market hours) day, aren't you? Suffering similar symptoms in discrete periods over a few decades,...
The Index is "n/a", so I assume IB has no permission from ICE to disseminate it. The futures ticker is DX. With the present fairly universal low...
No.
There's a reasonably simple way to get a working answer for yourself. Visit the CBOE website Product section, and compare the performance various...
The notice as reproduced by truetype is entirely accurate. It was issued as a bulletin on the trading platform as well as a message in the Account...
It seems probable from your initial post: are the rules in your in your strategy transparent and reproducible by anyone with even superficial...
Sorry if I spoil the thread for the naysayers by taking it back on-topic .. @MarketCoder, what's the value-add you get from using Quantshare...
http://traderfeed.blogspot.com/2017/01/how-relative-volume-helps-us-trade-and.html
VIX options
I'm in good company as well as that of the imprudent and reckless
Guilty, though not on an "always in" basis.
Is it robust to contango disappearing?
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