What makes you think they are going to sit on their hands and pray that their position is positive in 2019? Whoever bet against Buffett is up huge...
Come on now. That's just silly talk. Would you rather feed the poor through your tax bill or via them coming inside your house and taking your...
Yes, up two handles at unbound risk after two months of waiting. Some trade. Would you be here posting if the vix sat at 50 today?
Can you use the search button or are you as thick as you appear? OP -> Why are you short may vols in December? Any particular reason you chose...
Agree. Let the guy speak. The craziest stuff he comes up with the better. We havent seen so much vol in years. Sooner or later though, the effect...
What you refer to "out of line" isnt necessarily a divergence from fairval. VIX curvature isnt always linear whether in backwardation or contango....
How exactly is this arb going to work? Can you enlighten us?
I second that. OP - sell/buy the implied distro in vix derivs into a declining/rising HV signal. When trading pure vol, I'd take corr...
At least you still have your account. http://elitetrader.com/vb/showthread.php?s=&threadid=101274
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Well, it's amazing the things people get to say on TV or in a book for that matter. I am having a hard time believing that someone who trades in...
...back in the day, i'd make $50,000 a day and i'd be all pumped up, i'd run laps around campus, now i am up $50,000 a day and its like so what,...
[img] Enough said. Time to move on.
Yes. Hypothetical example: $100,001 account with $100,001 cash balance. GOOG at $500. Sell 2 July GOOG EFPs(100k worth). Yield 5.40%. Total...
phil, stop acting like your legal assistant was better looking. You'd still hit it when your wife isnt looking. :D
You are missing the fact that the June 14 leg settles to the JUNE ES contract while the June 29 leg settles to the SEP ES. Add the difference to...
Decay is meaningless in the vix ops. You should be looking at the vix term structure or the vol of vol. If i understand your style correctly you...
Assuming a flat open, VIX SET is consistently below closing/opening price of the VIX. Backtest each SET since inception and you will see what i am...
What is the point of posting hindsight signals?
You dont. All of what you say is already priced in through the convergence premium.
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