VIX fly / spread journal

Discussion in 'Journals' started by Jgills, Oct 22, 2012.

  1. it's a nightmare
     
    #381     Feb 5, 2014
  2. [​IMG]

    made it through the invert.. nothing like your broker doubling your margin req ... You know i think even if i was up on the trade a few hundo , Ib might have liqudated me anyway with what i had left in my account due to the margin increase.. imagine that.. Your up in a trade and they liquidate you..
     
    #382     Feb 6, 2014

  3. A few years back the spreads were a few hundred in initial req. Unreal.
     
    #383     Feb 6, 2014
  4. h/j is 4875.00 right now .... insane..
     
    #384     Feb 6, 2014
  5. IB is saving you from yourself!
     
    #385     Feb 6, 2014

  6. Touche.. Touche.. haha. That is the truth..
     
    #386     Feb 6, 2014
  7. Jgills

    Jgills

    to those of you using advantage futures, what are the differences between CQG and CTS? which would you recommend to someone mainly trading in vix futures / spreads?

    my account is not yet large enough to be willing to pay the $625 for Trading Technologies (TT) but i NEED to move from IB after seeing how margin inefficient they are.. they still haven't adjusted margins down since last week and my initial margin is 45% higher than current initial margin exchange requirements.
     
    #387     Feb 11, 2014
  8. Jgills

    Jgills

    to those who care, most of my indicators are showing march being pretty rich relative to the rest of the curve at current levels.

    as of the time of posting the mar/apr spread is approx 65.. i am long some of this here.
     
    #388     Feb 18, 2014
  9. Jgills

    Jgills

    i stopped this out tight at 58.

    this year has been pretty dismal for me.. i had a drawdown which peaked around 6.5-7% at month end, made it all back and more recently. gave some of it back and am sitting around +1.3% on year. i hope some of you are fairing better.
     
    #389     Feb 19, 2014
  10. curve micro structure may possibly be changing or has already! i'd suggest u refrain from long front spreads..as a rule.
     
    #390     Feb 19, 2014