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  1. S

    Everything's correlated? :(

    Are you saying those things are not correlated to the general US market, or they are not correlated to one another? Thanks!
  2. S

    So, let's say I'm short a 3x levereged ETF or ETN, and want to cover...

    Sig, you are the MAN! Thanks so much for that clear and coherent response!!!
  3. S

    So, let's say I'm short a 3x levereged ETF or ETN, and want to cover...

    Yes indeed. Guys, I am not asking for opinions as to my goal, only how to get there as a technical matter. Thanks.
  4. S

    So, let's say I'm short a 3x levereged ETF or ETN, and want to cover...

    I am short several 3x ETFs, the inverse ones, so I am effectively long. But I don't want to buy those, as that will trigger tax on my gains. So instead I want to short their inverse, the 3x long counterparts, and have as absolutely as small net gain/loss on the positions going forward - I want...
  5. S

    Anyone know best time of day to buy/sell stocks?

    Does anyone have any thoughts on this? Like, historically, what has been the best time of day to buy, versus best time to sell? There does not seem to be historical data on this, at least right off hand when I google it. For selling, I think it might be right after market open, based on the...
  6. S

    Why do people sell S&P index options

    Yea but it seems the same to me could be said of selling VIX futures, rolling them over time, but it is a much bigger positive expectancy over time, at least historically.
  7. S

    Why do people sell S&P index options

    I get that. But rolling VIX futures sales generates returns weekly as well. But much, much higher returns apparently. I'm trying to figure out why returns doing that are so much better than the returns selling SP500 options
  8. S

    Why do people sell S&P index options

    Thanks guys. I'm not saying the time is right to do this or that, I'm just curious as to why there is the huge disparity in returns. If you had sold VIX futures over time, you'd have like a 50% annual return on average. But if you sold puts on SP500 I think your annual return over time would...
  9. S

    Why do people sell S&P index options

    when you could just sell VIX futures that are apparently much more profitable over the long haul? Like all the VIX funds and ETFs, VXXB, VIXY, UVXY, TVIX, they spiral towards zero, in the case of the last one I think to the tune of almost 100% a year over time. Why not just sell the VIX...
  10. S

    How can VIX ETFs/ETNs performance differ so much?

    And I understand they are both governed by market forces. I guess I am asking the question of why these differences can exist - why are they not arbed away, either by traders, or by the persons that can issue ETF shares if the prices get out of line?
  11. S

    How can VIX ETFs/ETNs performance differ so much?

    Thanks Felix. I think I understand all that. I'm just trying to figure out why the performance can differ so much for really no good reason. ETFs hold the underlying futures, and ETNs (I think) basically relate the payment to be made on liquidation to what the portfolio of futures would be...
  12. S

    How can VIX ETFs/ETNs performance differ so much?

    I was looking at comparisons of performance between some VIX ETFs/ETNs. Generally, over long periods, they are very close, with different decay rates of course. I.E. TVIX generally does 2x what VIXY does, which makes sense as TVIX is a 2x ETN and VIXY is a 1x ETF. But sometimes there...
  13. S

    Renaissance Technologies’ Return, AUM, and Holdings

    Holdings seemed nothing special at all.
  14. S

    How do REALLY SMALL CAP stocks do in huge bear markets?

    Just curious how like really, really small cap stocks do in huge bear markets. Like penny stocks or stock close to them. Part of me thinks that they would do the worst - they are probably in general more marginal companies whose best hope to really turn profits is an extremely favorable...
  15. S

    Is there a way to easily determine "roll" profits on VIX ETFs?

    Seems a very tough question haha.
  16. S

    Is there a way to easily determine "roll" profits on VIX ETFs?

    Kind of a weird question - but does anyone know? In other words, lets say one has shorted VIXY, UVXY, or TVIX when there is contango, or is long them when there is backwardation. So in both cases your position will increase in value each day even if volatility stays the same. Is there an easy...
  17. S

    ES Journal - 2019/2020

    LOL!
  18. S

    ES Journal - 2019/2020

    Below it now. By the way, when you guys say RTH, what does that stand for? Thanks!
  19. S

    Why did the USD/JPY just collapse 400 pips?

    Related to Apple warning or whatever no?
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