Long VXX is a long position in ETN based on short-term VIX futures.Long SVXY is an ETF that tracks a short positions in first and second month VIX futures.Hence, one is essentially long VIX futures, and the other is short VIX futures.Both instruments have good liquidity, so not any problems getting filled.At the moment, just trading money for family and friends.
Yes. So your model looks at the price changes of the underlying vs ETFs and buys VXX when VXX hasn't yet priced in the jump in the futures and vice versa? What happened to the other strats you list on your Stocktwits profile? (UPRO, SDS, etc)
Can you post the IB statement stats (portfolio analyst) for the live trade duration 2016 to present ? I am interested in investing if all looks good and if you are looking for capital or want to sell the signal. You can PM me if you prefer.
312, Other instruments listed on Stocktwits were used for testing of strategies, that I am still designing and writing code.Volatility strategies have taken up the majority of my time, especially as they are the strategies I am using to manage money.
Likely irrelevant for your strat but mind convexity with those leveraged ETFs, you're negative gamma when you're long any of those, long or short, as long as they are leveraged
Sorry, typo. I meant "Buys VXX when the head-and-shoulders pattern breaks out above the resistance level times the Fibonacci Bollinger band. My 40-something wife is gonna be thrilled when she learns I just got our house refinanced and got some extra juice at 8.5% just from using the kids' college funds and the Honda Odyssey as collateral. Now I can deploy all this capital on my new CFD strat. I've evolved from intraday to intra-minute, because carrying risk from one minute to another is for financially-reckless schmucks" Makes more sense now? Autocorrect is a b