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VIX curve flattened a bit. Uneventful day.

PLUG: it has to do equity raises to stay in business. Just did one after its stock ran up, of course. I figure it'll keep doing well this quarter, and then after this quarter is over reality should set in again. Will look at shorting it at that time. Figure it'll see 2.5 again at minimum once...

Muttah, muttah, muttah.... VIX curve is very steep and got a bit steeper today, and futures remain overvalued by my calculation, for as much as that's worth. I'm getting creamed on that, although I did manage to sell some more in the back months for decent premium while buying back in the...

Um, Twitter? It's got timelines related to every security out there. Folks sit there & talk all day about what they're doing. What you guys are bringing up here is dated tech at this point.

Decent day. Bearish on tomorrow far as S&P, but VIX futures are high enough that I saw no reason to add to my hedges there. They're much higher than they should be with VIX at this level, according to my calculations, FWIW. What's supposed to happen is that the front of the VIX curve will go up...

13th day of the 13th year, of course. Could have been a lot worse had I not held on to that SDS. That TGT short came through a bit too, which was nice.

To the original question: Yes. If explanation is necessary, double yes.

Yeah, I can definitely understand that feeling. Last week when it didn't go up before the employment report made me very nervous. Still holding on to a fistful of SDS (double short SP ETF) just in case. OTOH, that curve steepening did put a small cushion in under the futures, although that'll...

By way of intro here, biggest money I ever made was buying gold in the 300s in 2000 and 2001 and selling it in the 900s when it got there (don't remember the year). Paid for my son's college education in large part. Haven't even looked at it in years, but just before opening this thread and...

Sooooo, you're the guy on the other side eh? Is that a strategy, as in something you always do that you've found pays off, or a tactical timing decision? The first wouldn't concern me much, but the second would make me think. And get scared a little.

Murdoch trolling everyone else, as usual. Notice that in Yahoo Finance you can't download the Dow Jones index. Everything else is downloadable - that isn't. I noticed that at some point after he took that company over. Kind of ridiculous, but true.

Mildly up. VIX curve steepened considerably, which for what I do constitutes friction. So even though VIX and the futures fell, the curve steepening cost me some. Redid TGT short via shorting 15 call spreads at 63.5/64.5 in Feb1 series - expires in 28 days. .37 premium, so I'm good up to 63.87...

Yep, I keep track of 10 and 21 day vol on the SPX. 21 day is closest to 30 calendar days. (365-104-10(or 9, this is the no of holidays) =251/12=21) But this isn't meant so much as an indicator as a kill switch. Having seen the wild swings VIX took in those years, trying to hedge via using the...

A few mistakes: 1 - Focusing on the front months too much. Working on spreading out the action to the further out months. 2 - Tracking the realized vol of VIX. Or not tracking it, actually. I ran a bunch of tests on 2007 and 2008 to see if hedging using the front months as I do would have...

Everything went wrong today in VIX, and the stock side didn't help out. Oh well. OTOH, I was expecting a down week until today on VIX going up in front of the NFP, which is normal. But overall still an up week, because VIX actually fell in front of that report, although it managed to go up a...

Net positive on VIX stuff (curve fell a bit more today) but yield plays and commodities got hit bad today, and the Jan effect pee wees weren't big enough to overcome that drag. So, a bit down.

Thanks! I have no doubt that will change. Entire curve fell like a rock these past two days, which is great for me. But as I'm sure you know, looks like most of the juice is gone now.

Same as yesterday, VIX curve generally went down. Put on more hedges, since there is a lower limit to this of course. Took some profits in the Jan effect pee wees, closed out TGT for a loss (good riddance!!!).

Occurs to me that now that TOS is part of TD Ameritrade, I can just use their website for this thread, as they post the net P&L (minus commish). So for today: VIX curve fell sharply across the board today, and some more Jan effect small caps came through today. TGT even managed to go...

To be fair to Zweig, that fund pays decent dividends. I don't know if that graph is a total return or just a price graph. If the latter, it doesn't reflect the actual perf of the fund.