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i'm trying to pull it up on bloomberg, do you know if it goes by another ticker? or how i can do so? also, to answer your other question, the etf is tracking a dynamic position in vix futures

what is ^vxx-iv?

i work at an institution. i could gain access to these "smarter robots, faster PCs and even direct acccess to markets" if i developed some decent strategies. i'm more interested in learning about etf arb strategies in different markets, i.e. etfs vs etfs is prob easiest and most competitive...

i closed this today at 1.75. +.06 vol pnl in big contracts ($1000x multiplier) pnl to date with 100x multiplier (i trade both mini's and big contracts, so i need to standardize it to 100x or 1000x, i choose 100x) = +3.89 vol

i lifted a dec/jan switch at 1.69. i plan for this to be a very short term trade.

actually one exists for apple. ticker VXAPL CBOE Apple VIX Index [BBGID BBG001D20YB1]

i'm looking into etf/etn arb strategies and i am looking for some learning resources- does anyone have any good references on the starting places to look?

got a fill on the long feb/mar/apr fly at -.06

sold this at 18.45. net pnl on this trade is +1.23 vol. i currently have no position and will post when something changes. pnl to date on journal is +3.29 vol.

hit the bid @ 17.75 on one of the two. not sure if it was the right move... we find out soon. pnl on that is +0.565 net pnl to date on journal = +2.06 vollies

today was a little wild for me. went into the morning a bit tired and confused.. sold this one at 17.05, but knew i wanted more.. i lifted again at 17.00 and later in the day at 16.85 on the conviction that we were going to have a bigger move, then the market sat still for hours.. sold it back...

just thinking off hand, but what if the successful trader also works a job (has a salary) and trades on the side, but is trying to make it a full time thing, but does not yet have the capital to do so.

you may be right, but vix is mean reverting (albeit over longer time frames), but there is some reversion to the intra-day/daily chop as well. *edit* and what was said above ;)

lifted a 17.00... trying to make it out of this with some pnl still. cost basis is now 17.43

my avg cost from this is 17.69 i sold one at 17.50 this morning. this gives me -0.19 pnl total pnl to date is +0.76 vol with cost basis of 17.69

novy gettin crushed today. added at the close at a level of 17.15

now to work on how to rebalance, since one of those positions will grow grossly larger than the other.

i lifted 18.25 on the nov. current position is only in nov. avg level of 17.89 *edit* - also, i know this is a "fly / spread" journal and this position is only an outright.. but the spreads will come in time as well. i promise. lol

there are people out there with more money than you, and more money than other people you know

closed another nov @ 18.05 at the close i have 1 nov left with an avg price of 17.55 total pnl to date is +0.95 vol.