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Wow this is fantastic. This will take me a while to sort through but I find it very interesting. Personally, my system kicks their the ETN^3's butt, but hey, nobody's counting.

By the way, that guys calc's have a slight error. Cant trade futures on the Wednesday of their expiration like he does. Not a huge error but just fyi.

so have you backtested your 'simple' way? you must be worth tens of millions if it is that easy, right?

Found an investor to incubate it. Problem solved. Good luck all!

Ya that's what I am running now. Another problem I had is that some sub-accounts aren't even large enough to hold one contract. If the margin for 1 futures contract $8,000 and you have $5,000 in one sub-account, they can't even participate. Sucks.

I wasn't clear at what point you need to have your series 3 license. I can trade futures in my personal account at IB, but not sure if I can do so as an advisor (not registered). The websites I've seen are pretty vague. Anyone have any advice?

Sent u a pm.

I input the data right before market close - the system spits out a decision (long, neutral, short) and I enter the trade manually. +97.60% YTD through June 2012.

When something loses 96% of its value, and continues to do the same thing, what makes you think it will do any different? :) Does anyone else feel vindicated?

Yes, CFA and MBA have jack to do with being a good trader.

Agreed - job wise you'll only focus on 1 or 2 sections most likely. Unless you are some financial advisor that invests in all kinds of securities and does all his own research and portfolio management. Oh, and you like using a little quant too.

Keep going with the CFA man. Not to burst your bubble but pretty much anyone can pass Level I with enough studying. Level II & III are on a different plateau all together. That would be more impressive to have on your resume. good luck.

traders on vacation. options not that expensive. no one expecting big move.

when you only have $20,000 to start with, and you are doing longer term swing trades, you can only buy maybe 2 regular VIX futures at a time. my strategy needs to be able to purchase 25 with some room to spare before hitting the maintenance margin. Figured with $30,000 I could do it all with...

Anyone ever trade these things? Or know of someone who does? I would love to run my quantitative strategy on these, but the volumes look anemic.

I am currently running a model for covestor in the 'trial period' mode. They have to watch your account for 3 months to get an idea of your amount of risk. You need $10,000 in an interactive brokers account to get started, fill out some paperwork for covestor and link your account to their...

VXX has lost 96% of it's value since inception. Unlike a stock this does NOT mean it is "cheap". You want to play it? Buy it for a couple days, maybe a week, but not longer. You've got 5-15% of roll yield PER MONTH going against you. Have at it hos'.

+1 makings of a millionaire this one... trade a paper (fake) account kid for at least a year before you go blowing your life's savings.

My advice is not to get a masters degrees in anything unless you KNOW what EXACTLY you want to go for and have a legitimate career track in mind that requires said masters degree. Otherwise you are on that "if I just get more schooling I am SURE to get a great job" hope & debt wagon that all...

I guess that could be true. I don't know what you would consider U of Maryland's school - just talked to a kid who just graduated from their MBA program, concentration in finance, and he had no idea what kind of jobs were even out there, any terminology, or where to start. It was really sad.