Search results

i think the first thing you should do is rebuild vxx to understand the negative drift

i hit the bid @ 17.90 a min ago. pnl on trade + 0.90 vol still have two nov left. *edit* total pnl on journal to date is +0.45 vol and the avg cost of the remaining nov is 17.55

i do spread more and play the curve, it just so happened that when i started this journal my view was what it was. i have thought about the pricing of options on the etf's and looked at some historical data on it. it's an interesting space, if you want to chat about it send me a private message.

i don't forsee any event that would take place that would send the curve into a deep inversion without me absolutely crushing it. actually, a curve inversion would be one of the best cases for me, but it isn't necessarily what i'm betting on. the only trade i have on is this long nov future...

well, those indicies are very different than straight positions in one of the futures. the bleed for being long the nov future is no where near the bleed for being long VXX (the etf that tracks the S&P 500 VIX Short Term Futures Indiex). if you read into the document (i can send you a...

for my trades in the curve i have/am still working on my system. sure i have ran backtests that show profits, but that is only so much in this space, its pretty d*mn easy to accidently curve fit the directional trade that i'm currently in is less a function of my curve system and more a...

I wanted to lay one off at the close, but couldn't get the order in. It looks like i would have executed at 17.60 (just to lay some risk off), so with the future actually closing 17.85 i would consider myself lucky. right now i'm sitting on nov with an avg cost of 17.37, we will see what...

for my spread/fly historical analysis i look @ closing values for the contracts, but from my observations i'm not sure those levels are even executable. how do those of you who trade in these typically adjust for this? if a live chat is easier we can speak on bloomie or gchat or something...

do you both avoid outright positions?

i figure i'll add some of my thoughts about my position, and why i have it, as i would love to here differing opinions. This is a small account - i am using it to expierment/test theories/learn more about trading in vol. position: i'm long a whole bunch of vol in the front of the curve...

hit @ 17 on nov. boy oh boy are people puking this today. who knows - maybe i'm just wrong way... we'll see on the # tomorrow.

i have a journal but i can post the $$ here - i'm tradin it small, no haters. -$150 realized today

i am going to track my pnl on here in vol terms. my first trade was profit of 1.15 vol the fly had a loss of 0.15 vol, but the notional of the fly was 10x that of the nov. so net: +1.15 vol -1.50 vol = -0.45 vol pnl

closed the other leg of the fly - total loss is .15 vol on the fly. sellinindex - maybe you're right and i had agreed, but i just am not feelin this trade here.

somewhat active day today. i closed the long leg of the fly (jan/feb) at 0.65 i'm looking to exit the other leg as well some time today. the trade is currently 0.10 vol against me. i lifted 18.00 in nov

i'm still alive - here in nyc and at work now.. nothing has changed in my position. if anyone is watching.. how are you all doing? did you fare well?

u dont like the short delters on apple?

yeah - thats what i get for being a cheapo not paying up 5bps. i don't trade the ETPs for 2 reasons. 1) i dont have the same flexability with my employer 2) i don't see how they are the same, the etp's are there to mimic indicies or performance of something, i'd rather just express my...

frustrating to get no fill there

didn't get a fill @ 18 yet...