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By selling the calendar I mean selling the calendar. Buying shorter dated and selling longer dated

Today I entered into some new positions, the opportunity I see is selling calendar spreads pretty much everywhere on the curve. I choose selling jun jul and aug sep. The jun jul is very small for me, but the aug sep I'm doing bigger.

funny, I'm long sep. I've been trying to just trade it around for 20bp here and there.. maintaing a small long. much easier 20bp than spreads these days with a chance of a bigger win lol.

these days have been pretty slow for me. im not messing around in spreads for now, but just some outright vix futures in the middle of the curve. has anyone been doing much?

Here's one I like.. +mar -apt. Entered here around 0.90. Merry Christmas!

What do you mean ratio? The ratio was 1 sep -2oct +1 nov nothing funny there.

well, it went way higher than where i put it on. up to about 1.3. i added a little bit around 1.1, but i'm unwinding the majority here around 0.72. too bad i was way too early.

heres another one i like. + sep - oct + nov, i see the fly about 0.90 here. aiming for 0.50. i like this one a lot.. any thoughts?

unwinding that here.. the fly was about -0.40 at that time, now its 0.05

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.

vols really moving this past week. the trade i like here is - jul + aug - sep. thoughts?

just look at what the call is worth, and what you're implicitly selling the call for when you trade this thing. if you're selling the call for less than 0, or 0, its probably a stupid trade. if the screens are happily taking what you're offering in a deep itm put, its probably a stupid trade...

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.

now that we have been in a different vol regime/spot regime than we have seen in a long time has anyone changed the trades they are doing? are most of the people that follow here systematic guys? if so, how have those strategies worked through this? i'm still mostly trading vix futures spreads...

i hope some of you made some money on that!

the trade i love as of right now is + oct / - nov and adjust whatever ratio's you've got to be net long or short vol as you please.

IB sucks for keeping up with margin etc. its 2k to trade oct/nov spreads but 5.5k to trade nov dec spreads. lol.

mac - how are things going with keeping the high sharpe? this year has been dry of opportunity until recently, for me atleast.

how are you doing through everything this week?

Sure i will keep my eye on it. i probably won't be too active posting in here but i'll do my best. does anyone have any trades on or ideas here? first big moves in a long time. im watching some of the calendar spreads october and out.. added a short october and long nov spread EOD yday. i think...