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have you tried including realized vol of spx in your indicator? i've looked briefly at levels of iv vs realized or vix vs realized to help determine exits or entries or to help me set better ratios

Hey Doobs yes i am. Ive been more focused in the first 3 spreads. What about you? And to my previous post since i couldnt edit it, figuring out sizing and defining my risk is another thing ive been working on... how of you estimate your risk of a simple long or short spread?

for all that follow along here, what has been the biggest mistake that you've made trading vix? i think for me it was fear at first, trading something new and different. 2) i used to pay too much attention to curve shape and ignoring other factors like time and levels of vol

sorry - 5 digits and i have a few different styles of trading in there that can trade within days or weeks. i hope to have this be 6 by year end

its now year end, ive attached my strategy performance analysis (from IB) for the year in both daily and monthly form. ive made a lot of progress on my strategies this year that i'm happy with, but there is still room for improvement. i have a lot more to comment and say, but i've got to...

from my brief research on it.. its also interest free

i closed all the feb mar spreads i had today between 0.96 and 1.00 (i was long the spread). i have no other positions at the moment. merry christmas all!

OCTOBER 2013. the spread swung from -88 to 0.88 and back to -0.70

hah - thanks. hard to argue when you're all more expierenced than me, but i did my best. too bad to miss out on more of this pnl, but im glad i got some. if anyone else followed it.. things can get pretty hairy here... i'm envisioning october all over again. LOL.

i'm good. i was long dec and short jan. i closed it yday for profit and have nothing in the spread today, although it has moved a lot more.

and there it is, -20 on es and 70 on the spread. u were all right.

fair enough and i appreciate your color. your description is what i was aiming for, but i knew i would potentially experience losses and therefore kept extra on the side to add if i had to. i know this trade had some serious downside risk, but thats why i wasnt loading the boat with it (i...

awesome. i appreciate everyones input on the trade. rallymode: i'd like to further discuss why you think that in 100 samples of similar conditions you see it being a losing proposition? what do you define these conditions as? and for this case, lets take the front position as its own...

yes - the other ones havent moved much funny u say im acting like i bot cds and they r paying off, because in something completely seperate, thats the kind of payout im expierencing. lol. i bot a stake in a friend playing in WPT main event and he just made final table

do you have a sample of 100 similar conditions that i can see to confirm? additionally, i would NOT necessarily recommend the same trade in var space (if you're suggesting trading dec var vs jan var) and as sellindex keeps saying, my short vol was through steepners in the curve and this...

its hard for me to argue that i didnt need a sell-off when one happened and there is nothing else to compare it to. FYI over 100 spreads traded in the 50's. i mentioned the lowest tick because i was trying to show my point that it went down low. the point of the trade was that it has...

started with "es has to be down 20-30 to make money" to es is down 10 what do u expect? are u here to troll me or what? es was down 5 handles (from the close) and the spread traded 0.51. thats down 50c on day. i got out at 77. my avg px was 1.08, so 31c gross pnl. i agree its down 10 now...

i couldnt believe my eyes when it went to 0.50.. i rushed to get some orders in but it was too late. i closed 77. i had added some and scalped a little bit yday from 1.1 to 1.04..but nothin compared to today. i'll be keepin my eye on it to add if it is over 1 again

wow - that happend much sooner than anticipated.

no - but i dont want to get into what the exact ratios are, but it isnt 1:1 also, i am arguing for the merits of the spread because i think its a good (although volatile) trade.