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rally, i think vix trading will end its 3 yr run of horrible..but i don't see trades like we did way back then reappearing. there will be new patterns to uncover.

lets talk "no direction" trades!

good questions. as you know, this is all i trade...in my experience when you have this type of vol and curve; its just too tough to trade with the whips, etc. what i have seen is "coming out of the vol" dislocations occur and that presents flies and spread trades that make up for all the...

whats wrong with you. how could you not spend 2 hours nightly watching an unlimited supply of B movies?

every time there is high vol...articles explaining a new reason for it appear. personally i think its all bs..there's vol because of perceived unknowns. isn't there anyone left here who remembers just a few years ago "derivatives" ie: cds, etc were to blame for vol? now its a whole new set of...

it really should, but don't be shocked on spot 15 touches. i'm looking for more hedging through the entire curve.

when/if we get there u can pm me or post to whats best at that time..i do find futures combo's far cleaner to work than messing with options.

u overexcited me with this 12 spot talk. say spot vix did see 12..lets say by end of sept. your choices to go long would be oct to may...lets say you chose long nov. most likely nov futures would be 16 at that point. you would be fighting convergence pull to spot if spot vix played...

Yes, Taleb or guys running stuff like him could be long vol and short vol across curve or maturities with bleed or payouts set according to their goals. My layout could be very different, that's why he maybe scored and I'm waiting for a bit of steepening in mid curve.

Well, good question. ..I have been selling vol in back curve since Monday and always too early..so there's a bit of DD as the bias may lean short vol now...holding front long vol .

I know you and I have discussed this many times...but for those who think you have to trade vol with one bias, I will offer a typical setup from my bag. Using a futures curve u can run long vol combo in the front end as that is where u get the black swan payment...and then in middle curve, back...

this is all i trade...and i would rather cut my balls off than trade front fly (or front spread) short vol..no matter the perceived edges.. good luck

good points made. the DJF fly is a short vol trade so you really need to wait for either some back steepening or spot to bang below dec...u have time to enter that...but if we ever hit contango again..that fly is worth 20 cents with ease. its a safe trade. otherwise, if you are seeing a 20...

yes! good one

back on topic, nitro consider building spread models. using the term FV on a futures price i'm sorry is extremely humorous. i cannot even address this it makes my head spin. i do not trade cl flies that much but u can build a model of futures fly prices that u will see work around certain...

again, for honesty sake ( and the fact i help keep the CFE lights on with my fee's paid) note the delisted OVX futures halfway down the page http://cfe.cboe.com/data/historicaldata.aspx

i gotta defend surf here...cleaning out the closet by trying to get some value is a trader mentality. he is right on his position.

again, since OVX futures are delisted ; but of course you are trading synthetic representation of OVX.....with OVX spot up huge (41.98) since the above quoted post (and i see no where u have closed the trade)... what are your plans? hold until profitable? of course that's what i do in "actual...

Well, margins are screwy for these.. back when I started in 2008 it was $650 across the board for ea spread...also the oil , gold emerging markets vol futures were mini's...also opposed to the full size vix...lots of headwinds...plus guys find it easy to trade a note representation rather than...

I used to be excited for new cfe products...but after countless failures to get any traction I have given up. Maybe that will mean they trade. Had hopes for oil, gold vol futures etc...all since delisted...something i find amusing is a guy doing a journal currently trading OVX that is delisted, lol