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The particular negative carry cost roll up thing that your talking about is what you will not be able to avoid. that is what we are trying to tell you.. its inherent in the nature of volatility, and the future of volatility..

I know that for a fact that no Vix etf is going to do what your looking for.. for a fact.. i'm willling to bet my stack on it.. there is your answer

There are risks your trading that you don't understand... It is exactly as mav states...you take risks trying to extract that roll that you will lose when the curve inverts... There is no free money relative to vix etfs...

There's nothing secret about what your talking about...I think you have had to much turkey.. Haha...

I've read the prospectus. I trade the vix term structure... I know exactly how the vxx rolls in the futures...

They all attempt to follow the vix using some fixed point on the curve... You I don't think understand how these etfs derive their price... Otherwise you would understand they all decay as a result of the constant rolling of positions in the vix futures

Gotta be specific.. Or no one can help.

Its quoted as a positive number. inferring that its GTB - GE..I'm guessing.. I constructed the spread.. Tomorrow when the market is open i'll check the margin on it.. Why did you mention the number lines working for vix.. where did that come from..

I think in IB.. its "originally been constructed with use of CME 90-day Treasury bill futures vs. CME 90-day Eurodollar futures contracts" GTB against GE

So what your were talking about as far as "implied" ted spread.. is i would construct the combo, and when i went to put the spread on the margin relief would just show???

yeah positive feedback loop, requiring more and more dependence.. yikes..

This guy talks alot about governments constraining volatiltiy, and how its hurting opportunities for funds like his.. I truly believe what Taleb says about this subject.. You can't constrain volatility truly.. it just creates long periods of low volatility ,with super blow ups...

Badminton is huge over there!.. I play tennis fanatically

There's alot that could be said about this.. The way your phrasing your question leads me to believe you need to dive a little deeper into the nature of the term structure of volatility..

They all attempt to...

Just was discussing this with my father... How are t-bills a measure of the willingness of the gov to lend... When they are an instrument of borrowing money. I'll watch. I'm reading/watching everything everyone is posting.. This place is something I am extremely grateful for... Haaplu...

So you said you can trade the TED directly through futures or something.. instead of trading Ge and t-bills against each other separately.. how do you pulll that up in IB ?

yeah.. breaking down.. see where this goes

Oops... For Eurodollars...yes.. For CL no...I don't trade GE.. This is all research

Condors are just wide butterflies really... You can't get a fill on the entire structure at once... So unlike fly's you can't just leave a lot of limit orders out to provide liquidity to one side of the market... The wider the structure the more variance... So condors are a riskier play...