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statistically speaking the end is out there somewhere to our great flawed system as you suggest; but let's leave it at "we have very different opinions" on when society falls apart. good trading to ya.

wow lc, i do like your commentary but man you are a not just a little pessimistic ... i believe many of our macro views are formed from the experiences in life we have been subjected to. having been through many boom bust cycles in the businesses we own, even with the mismanagement of...

good day...will probably not trade friday or very little

nice job guys

last week 2-6 to 2-10 +3,700 last week unrealized i was down .today was much better

yep, i was getting in there in 2007 (2008 i went full time..what a ride, lol), agreed to that and rally post on EOD stuff too. gotta keep on evolving the models i guess. btw, through ib spread trader there is no market depth.

good luck bro, why consider what baron says as probable anyway?

maybe if i show the wife this one she will slow down a bit 2-7-12

2/6/12

of course, did not read the entire thread closely. i feel there is added edge trading this way over binary bets; but without good models, edge, time..it's all gonna suck. i have never talked to bone, but i do agree with most of what he posts on spreading.

saying futures spread trading is a directionless trade in any way is complete bullshit. even true convergence is directional.

my week total P&L hey rally, i am sure you will come up with a nice 200k day soon.

was traveling a bit last week..1/23 to 1/27 P/L

nice trade. if we hold vix around here (+- 19's) it should start making more next week.

week ending 1/20 +12g's

i can see why you choose your handle. clearly you have traded vix products extensively, lol. (trying to figure out if you pulled this shit out of your ass or really mean it)

what may seem easy to you may not be for others as i have personally seen my share of guys blowing up playing the vol curve. i would suggest those who want to test it, watch it before you play it.

not that rally needs my backing as another switch trader; but the fly approach to a targeted flattening of the curve imo is far better than replicating through single future equivalents; although personally i would not go 1:1.

weekly is better for me as my trades are swings. i loaded up far more than i sold but here is weeks realized: btw, mostly short vol

i stand corrected...jan 11 they eliminated the extra hour..was done for dec settle. hard to keep up , in any case you won't find me trading on expiration unless huge edge was there...