Recent content by betasurfer

Going out for some prop trading jobs -- been trading for about 3 years. I have Sharpe ratios of 1.5 and 1.9 in a margin and a non-margin account. Worth reporting? What's the cutoff on a decent Sharpe ratio for this time period?

tell me what's wrong with this analysis. 1. both VXX and XIV have a pretty pronounced theta on the 6 month+ horizon. 2. short them both to grab the value of the time decay 3. your main risk is that you are long gamma. if VXX/XIV are constantly mean reverting, no problem -- you grab that...