Recent content by paget

Regarding the comments about low premiums when selling VIX puts, yes that is obvious. But thing is, the point of this trade could be simply to offset cost of buying VIX calls as hedge(ie. typical risk-reversal). Everybody knows that hedging cost money so I was only wondering on how to reduce the...

I am wondering what is wrong with selling VIX puts when VIX is at some super low level(ie. historically close to 10). It's very hard for it to go lower and in worst case we will get to pay our strike price(x100) on expiration. I know the premium is trash but assuming we would re-buy the...

Okay, thanks. I was interested in variance swaps mainly because I've read that their structure is more efficient than of VIX futures and ETN's(more efficient at capturing spot VIX when held for longer periods than retail products). Is this even true?

What do you mean by "vol synthetic"? ETN's like VXX, SP500 call/put spreads that are made to replicate VIX movements or something else?

What's the point of this comment, can't you already trade variance by VIX futures, ETN's or various options strategies?

Is it possible for retail investor to trade Variance Swaps and how could it be done? I've checked lot of data about volatility/variance trading and some of those sources often compare spot VIX and VIX futures to Variance Swaps(and Volatility Swaps). Thing is, there isn't much information on how...

Yeah, I get it. In fact in one of papers I've read they have actually put a whole chart with effectiveness of VIX calls against SPX puts and it was evident that sometimes one was better than other and sometimes it was the other. But in the end the conclusion was, that VIX calls were more...

I got a question here, recently I've been checking some data and according to it holding short-term VIX calls was statistically more effective than holding SPX puts even with rolldown and contango costs. I do believe they tested 1 month calls but it's also true for 2 month calls. But what about...

it's not new I've read few years ago about similar twitter trackers

If you are having super high returns with minimal losses over extended period of time then there will be more than just brokers watching you.

note that they are buying tastyworks

Is there any website that would allow me to download $stock$ balance sheets(+income statements +cash flows) as excel spreadsheets? So I can just type stock name and download full balance sheet to view in Excel?