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Have a look at this pdf: http://www.nuclearphynance.com/User%20Files/2/Dispersion%20-%20A%20guide%20for%20the%20clueless%201.1.pdf

Do a search on google on 'dispersion trading'

http://www.ex-dividend.com/

http://www.livevol.com/QuotesVolatilities.aspx

If you look at the bid-ask spread, you pay about 2.50 more in the e-mini compared to the spy.

Simply put, yes. I did a calculation for the S&P 500 from Jan 1950 until now and came to 8.02% annualized, although this is ex dividend

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They are looking for people for season 3 at the moment: Now Casting for Season 3 of Wall Street Warriors We are looking for 4-5 main characters (or office groups), both men & women, to cast for the third season of the HD documentary series, “Wall Street Warriors”. The show...

Select the symbols and do the following: Go to Edit => Replace (Ctrl+H) Find what: .TO Replace with: -TC

Hi could you also sent me an invite, thanks

Thanks Nazzdack, with 'approximately dollar-weighted between the two strikes' you mean a vega neutral position?

What if you could predict the skew would decline or rise? What would be the best setup to exploit? buying a couple of strikes? or 1 strike which is deviating the most? thanks raver

Trading futures with redi is the same as trading, stocks. No difference in speed etc.

Hi gazmax, I mean straddles/strangles on equity indices. I have done some more research and the pricing of the vix is almost the same as the varswap so varswaps are a better option in the end. No path dependency with varswaps. A vega position via VIX options position is another hassle, you...

For equity you can place GTC etc. orders but futures only day orders

GS

I trade from Europe and trading is good with rediplus on the euro futures markets, never had any complaints about it, same goes for FX.

I meant lesser adjustments

Thanks for the answers, I forgot to mention I have access to the OTC market. Basically I want to set up a vega position and hold it for about 20 days. I am orienting which is the best way to set it up. Varswaps or straddles or strangles. I am leaning towards strangles because the frequency...

Hi everyone, I am looking into trading volatility and I have a question for people experienced with volatility trading. I developed a strategy based based on the vix index. Since the vix futures are not very liquid I want to use varswaps instead. Would the results be the same? Or are...