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Unless the odds of winning your next trade are somehow related to whether or not you won your previous trade, then position size should be the same.

I wasn't being rhetorical. I know there are some people here who pay monthly fees for instruction from fib "gurus." I know this because you guys PM me and tell me. So I want to know, for those of you paying a monthly fee, how much money did you make over the last few months from following...

That's why I was hoping there was a futures contract that mirrored the VIX. Not those VXX or VXZ things.

I'm more interested in the fact that ^VIX seems to oscillate for the most part between 10 and 40 and cannot go to 0. Even though there are some 1-2 year periods where it stays relatively flat, the insane payoff that comes from an instrument with this price profile is well worth it.

All I'm saying is if there's a continuous VIX contract anywhere, that's pretty much the perfect trading instrument. Just looking at the charts, the actual VIX looks doable (assuming it's continuous) but the VXX and VXZ or whatever don't. They don't follow the VIX closely enough.

Even businessinsider.com agrees with me that the VIX ETFs suck. http://www.businessinsider.com/the-vix-etf-vxx-is-another-classic-etf-disaster-2009-10

So ^VIX was at 90 or so in Oct-Nov of 2008. Today it is at 14.85. VXX didnt' exist in Nov of 08, but it was around 475 in early 2009 when it was created. Today it is at 23.43. Hardly correlated. VYX went from 115 in early 2009 to 51.39 today. So yeah, these are loosely correlated...

Some brokers have a continuous ES contract, for example. To the best of my knowledge, it's the same as a regular ES contract, they just auto-roll it over for you. I assumed the "continuous" aspect was a function of the broker rather than a different contract. So I would assume that since...

Some brokers have continuous contracts that don't have to be rolled over.

Ugh. They shoudl be equal. So finding a broker with continuous VIX futures is the solution then.

Why would their be cost? Don't some futures brokers auto-roll over your contract? Or is that a separate instrument called a "continuous contract"? What would be the costs associated with manually rolling it over? Two commissions?

Here's ^VIX vs VXX vs VXZ.

http://cfe.cboe.com/DelayedQuote/SSFQuote.aspx?ticker=VMX/K1 So there's a mini VIX that is $5 per tick, is currently trading at 16.70, and moves in 0.05 minimum increments, so it's total value is $1,670 (16.70 / 0.05 * $5 = $1,670) and it can never go to zero by definition? What's the...

Whoa :eek: Lurker. 8 posts in almost 12 years!

Can't you just roll them over? ES expires but it doesn't matter.

If Vix futures can't go to 0 then this is basically the holy grail of all trading instruments.

11 people. Or at least, 11 contracts. http://finance.yahoo.com/q/op?s=SPY&m=2011-05

Can Vix futures go to 0?

How does it have prices that aren't multiples of 0.05 if its minimum tick size is 0.05? That would be like the ES showing a price of 1340.58 or something So it's roughly priced at 15. At $50 per 0.05 movement, that makes it 300 ticks from 0 and worth about $15,000, correct?

Asking for constant volume with 1 min data is like asking for a 20 period 50MA. The only way you could get volume bars like that would be if exactly the same number of shares were traded every minute.