Anybody else seeing crazy low vix margins through IB? I don't have any positions on that would be affecting this/causing a reduction.
I am done with IB and voodoo margining. I want exchange margining, imo IB is not setup for spreaders.
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.
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.
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.
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?
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.