CBOE Variance Futures

Discussion in 'Options' started by sle, Dec 18, 2012.

  1. #21     Dec 18, 2012
  2. sle


    How do I attach an XLS file here? Wanted to post the sample strategy, but for some reason it is not appearing!
    #22     Dec 18, 2012
  3. Post -> attach file.
    #23     Dec 18, 2012
  4. sle


    Ok, here we go. Apparently, the file was too big, so now it is compressed.
    #24     Dec 18, 2012
  5. Thanks for the sheet.
    #25     Dec 18, 2012
  6. Jgills


    agreed - thanks for the sheet
    #26     Dec 18, 2012
  7. Thank you sle for the detailed analysis and the invaluable explanations in this thread.
    #27     Dec 19, 2012
  8. sle


    You are all welcome. I will try to continue tomorrow - I am stuck at home with a flu and need something to occupy my head.
    #28     Dec 19, 2012
  9. It was a horrible bug. I've had it for 8-days as it runs through the family. Astragalus extract works wonders, but it must be taken early and often. Echinacea is worthless with viral infections.
    #29     Dec 19, 2012
  10. ktm


    I have perhaps a noob question.

    In the CBOE docs, there is some text that seems to explain that any "disruptive event" (defined in the text but essentially a flash crash or perhaps trading curbs depending on how you read it) will be excluded from the final calculation.

    Is this of any concern with this product?
    #30     Dec 19, 2012