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Yes short uvxy. Most brokers don't allow that. Long stay is another option. When term structure enters backwardation start scaling in short vix. The drawdown can still hurt if backwardation persists longer as what happened between Feb 24 and mar 13. You can now trade micro futures on vix. You...

The spread will be negative most of the time. This is a godspeed strategy to bankruptcy. Think about how quickly uvxy loses value Vrp is 5 day moving avg of vix minus 2 day volatility of spy.

Attempt to predict the future is futile cuz it is void of market moving information which is behind the force. Thats why these types of algos work in hindsight but fail miserably. Think about what you would do if you were to manually trade the chart. Then roll it as an algorithm. When trades...

I suspect you are biased to a bearish sentiment and enter inverse etfs. Uvxy changes course very fast and hard to predict. Short on uvxy is a viable option if u can stomach the drawdown. Svxy is no longer attractive after the reduction in leverage otherwise it will also work subject to the same...

1. When Vix is in backwardation 2. when vix stays in contango both can backfire to wipe the account. Not a good bet for a retail trader.

Really, h/w thread and s/w thread?.

why not? when there is a will anything is possible

a structure with say name, price, hash and lock (other items to suit your need). You will need a hash to search the structure otherwise it will become a linear search. A lock maintained with a compare and swap so only one updater writes to it. If you maintain it in memory you will also need a...

Incomprehensible that TSLA moves higher when addl 5B equity is coming in to the market.

Doesn't optimum leverage depend on risk tolerance? the lever comes from borrow (margin). How much %debt you are willing to carry drives leverage. For max whichever broker provides highest margin multiple defines max leverage. For retail traders even 50% from margin will be enough to cause ripple.

ES

emini has a 20000 position limit

Look at what contango and backwardation does to a derivative. You can only trade VIX as a future hence it has a cost of carry. 20,000 invested in uvxy in 2016 would be worth 20 bucks now. When vix is in backwardation shorting vix can be profitable. There is no free chicken dinner.

Thats why u shd never buy and hold long on vol for a long time. This is akin to yoloing on puts when market is rallying...?....

I don't see how averaging down on long vol will make a good play. the decay and drawdown will erode the capital. A better trade is, when VIX spikes average down on short vol.

@qlai Blame the irrational call volumes and the unabated market rally.

Long on SVXY used to be a good play until they took the 3 x leverage. May be right around election time long short vix etfs assuming vix pops at that time as expected.

Since market has rallied it is normal for vix to rally along with it. it appears that irrational call volume has skewed true picture on volatility.spot vix may very well go down in the next few weeks. I am thinking Election day is too far out for this to work now. Perhaps you can wait and see...

Not sure what you mean but take a look at Chande momentum oscillator

I follow ur predictions on ES jrnl. Do you have a weekly outlook. Wondering if i shd be backin off Es a bit. It has so far been a productive scalp for me with occasional big rides.