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hello everyone, this thread has been inactive for a little bit and i thought i'd post to see how everyone is doing.. i'm still trading some vix things here and there but its been much lighter than previously. anyone out there making some money? i'm up small on the year in vix things - nothing to...

that position didn't work as expected. as others on here have mentioned before i should stop messing around in the front spread this close to expiry and this was a good way to get me to stop.

that is a fine way to take advantage if you think one future is cheap vs another. yes, the term structure can invert and you can lose a lot. a good start would be reading the vix white paper and about variance swaps. quick re-cap on the trade i had done, i took some pnl on the way lower in the...

just out of curiosity, is "at the money" defined as within some delta limit? i.e. anything between 40 and 50d? what if u trade something today that is a 50d and then in a few weeks is a 30d?

honestly i've built my own tools / spreadsheets for doing the proper analysis on this stuff. i dont use much of IB's analytics for these spreads, i only use their execution tool. anyone still around? ive built up a little position in the sep/oct/nov fly (long wings) and am watching what...

never posted again but i took this off at around 0 a few days ago. does anyone know whats going on right now in the may june spread? flattened a lot the past two days and todays close was much bigger of a move than we've been seeing for not much going on.

can you link me to some more context that i was saying this in?

the past week hasn't been so bad to me. i put on a fly trade here at a price of -31, i bought the fly (depending on how you quote it) -may +jun -jul how are you guys playing the extreme flatness in the may/jun spread? how are you playing anything here if you're interested in talking...

been pretty dead on this thread for a while.. but im still trading and as such here is my q1 performance.. pretty dismal. the IB analysis shows max drawdown os 9.28%, but that was from crazy EOD marks.. in reality i'd say the real drawdown was 6-6.5%. this performance is Q1 2014 only

You shoukd be able to do all of this in excel fairly easily if you are familiar with excel. How many different tickers did you trade?

The market maker that took the other side delta hedged and the realized vol of vix was so high that he still made money

i stopped this out tight at 58. this year has been pretty dismal for me.. i had a drawdown which peaked around 6.5-7% at month end, made it all back and more recently. gave some of it back and am sitting around +1.3% on year. i hope some of you are fairing better.

to those who care, most of my indicators are showing march being pretty rich relative to the rest of the curve at current levels. as of the time of posting the mar/apr spread is approx 65.. i am long some of this here.

to those of you using advantage futures, what are the differences between CQG and CTS? which would you recommend to someone mainly trading in vix futures / spreads? my account is not yet large enough to be willing to pay the $625 for Trading Technologies (TT) but i NEED to move from IB after...

have any of you heard back on the margin requirement inquiry we've talked about here? these levels are getting pretty absurd for the amount of pnl volatility i'm having.. also, has everyone moved away from IB? right now their feb/mar initial is 6275 and maintenance 5020, mar/apr is 4875/3900...

how's everyone doing these days? i went into the middle of last week leaning a bit long vol, but at this point ive been adding long spreads in the mar/apr and feeling the heat a bit. most people i speak to seem to have the similar view that this will continue for a little while, opposed to...

http://online.wsj.com/news/articles/SB10001424052702304149404579322961088235596?mg=reno64-wsj&url=http%3A%2F%2Fonline.wsj.com%2Farticle%2FSB10001424052702304149404579322961088235596.html new short-term vix futures. thoughts? http://www.cboe.com/micro/VXST/default.aspx ^ is the link...

thanks for the input. for color, i'm not trying to test for things that worked back then, i am trying to stress test some of my ideas to see how things could have looked for me if i didnt touch anything and how much pain i would have potentially felt (not that i plan to run it so passively)

Yes

rally (or anyone else with some input), if you're around - i know you've said looking at data from 07 is pretty useless, but what do you think about 08? are using closing levels of vix futs at all a reliable proxy of where you could have executed a spread from say august to december 2008...