Hi all, I've been using the IB booktrader a lot for my futures trades and while its not close to what TT offers, its passable for what i'm trying...
Exactly. And they're trading (at least over the past few weeks) with a massive premium to the spot and the fact that contango between the front...
Great thanks for your response, that helps a lot.
Hi all. Got accepted into a fairly reputable prop firm in Chicago out of undergrad and I was poking around online and saw that the Series 57...
This is just how math works...not sure what the confusion is. If you don't understand the relationship between the two just look at their...
VIX products were relatively muted yesterday relative to equities because the VIX itself was relatively quiet. Front month futures were bidding...
Probably just a VIXUP/DN redux
What is this nonsense.
You'll often get some weird action in the first few minutes with even moderately or heavily traded options. Getting a good fill is incredibly...
Eh, I think 10 is really the absolute floor for the VIX. You had futures bidding in the low teens in 2014 and i think VRO in July of 2014 was...
I've watched options closely on their day of expiration and, as I think most would expect, there is a huge change from the morning to evening....
Yet does that produce different trading patterns in how futures are bid in relation to the spot? [IMG]
Hmm...so you wouldn't be inclined to draw anything from any type of reanalysis done pre 2009? The trend is certainly pronounced so there is a...
Very good point, indeed VIX futures volume has picked up tremendously since 2011. While I agree that it's difficult to rely on the specifics of...
Another fantastic resource regarding VXX reanalysis including data on front month vix futures in the second link...
The fewer assumptions your system makes the better: this seems overly convoluted.
Spot now bidding on par with Nov VIX, contango between Nov-Dec has been reduced to 3%: if we stay at these levels when Dec rotates through, dont...
Also relevant since December VIX will be at the front of the board in 8 days...
Remember though that these products derive their value from a balance of front month VIX futures not the spot..... In a market downturn or 1 day...
If you understand the VIX curve you will never need to trade stocks again [IMG] VIX futures have been trading since March 26th, 2004 and VIX...
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