VIX fly / spread journal

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

  1. upload_2015-10-29_1-55-17.png

    Anybody else seeing crazy low vix margins through IB? I don't have any positions on that would be affecting this/causing a reduction.
     
    #451     Oct 29, 2015
  2. londonkid

    londonkid

    I am done with IB and voodoo margining. I want exchange margining, imo IB is not setup for spreaders.
     
    #452     Oct 29, 2015
    i960, Chubbly and FCXoptions like this.

  3. i recall this may have happened before (CFE margin communication error). i highly doubt IB just overnight switched to exchange margins...in any case..in the remote chance they did..it can revert back to whatever the freak they wanted on that particular day. (boy do i long for the days it was $600 and less across the board) for what its worth, at Advantage, i am showing 100% excess cash and i was using 90% the day before, lol...so i think its CFE.

    i'm sure Rally can chime in with more precise info.
     
    #453     Oct 29, 2015
    FCXoptions likes this.
  4. I know, that has been one of my biggest complaints is that it all seems really unpredictable. The exchange won't change anything, but IB will double their requirement all of a sudden. All I want is exchange margins and the ability to chart exchange based spreads properly :( lol.


    Haha yeah I'm not counting on that to be accurate, that's for sure. If you are showing that through Advantage also though I guess you are right on it being a CFE thing. I briefly got a little excited! It is surprisingly still showing it, so I guess nobody has caught it.
     
    Last edited: Oct 29, 2015
    #454     Oct 29, 2015
  5. Auto liquidation revenues must be down at Timber Hill. I see no issues through Advantage or RJO.
     
    #455     Oct 30, 2015
  6. Lmao. They fixed it late last night.
     
    #456     Oct 30, 2015
  7. Jgills

    Jgills

    end of another year. i hope everyone was able to survive. i was able to squeak out 19.5% this year (on capital, no adjustments for leverage etc), biggest drawdown 10% from the highs, 1.20 sharpe according to IB. we'll see what this year has ahead for us.
     
    #457     Jan 1, 2016
    cdcaveman and FCXoptions like this.
  8. Jgills

    Jgills

    vols really moving this past week. the trade i like here is - jul + aug - sep.

    thoughts?
     
    #458     Jun 13, 2016
  9. Kibitzer

    Kibitzer

    If you're thinking of just calendars instead of flies, do you ever put on ratio calendars for hedging, like -5JUL/+6AUG, or straight calendars with some other hedge, like SPY?
     
    #459     Jun 13, 2016
  10. Jgills

    Jgills

    yeah you can do all sorts of things to play the surface how you want, i just try to keep this journal pretty simple and stick to vix futures.
     
    #460     Jun 14, 2016
    i960 likes this.