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Yes, of course, she would consider negative rates and even the kitchen sink, if SHTF. Who stopped talking abt rate hikes? Every single Fed speaker recently, including the traditional doves, have been mentioning 2 or more hikes this year. Methinks you haven't followed properly...

If it goes against you, but is within tolerance, why would you want to hedge? If you still want to hedge, the best thing to do is to reduce the size of your position.

Haha, mate, this is some convoluted sh1t right here... You sure you got all your causalities the right way arnd? What happens, for example, if the Fed actually decides to hike sooner rather than later? Call it a hunch, but I gots me a funny feeling that things probably won't work quite the...

How does being long bonds or EURUSD make you long vol? And without paying for it?

I dunno... For this, I think you may wanna look in detail at exactly what's been happening. Like what trades have gone through during those few days.

The BBG terminal is expensive, which makes it impractical for a variety of contexts.

Indeed... Looks like vol spikes when oil jumps (which, I guess, makes sense, since these jumps often occur when there's actual geopolitical uncertainty). And, obviously, shorter expiry vol is always going to move more than longer expiry. So it kinda makes sense...

Well, there's definitely some directional component to this vol spread, as you can see from the long-term plot. Not sure what specific conclusion you may be able to draw from it.

So, like I mentioned, I can't plot the shorter-dated vol properly, but at least you can observe what seems like a move in the 1M vs 3M since the 10th.

So I can't even plot the 15 day vol properly, but it does look that you've observed some sort of a persistent movement, as the 1M vol outperforms both the short-dated and the 3M vol over the recent few days. I really don't know what might be behind it, although I can see that the 1M vol was...

I am not really all that familiar with USO... Do options on it really trade frequently enough for you to be able to observe fluctuations that you show on the chart?

Ah, I see, this is the interpolated 15/30/90 day vol... If it's intraday, there's really nothing much meaningful I can tell you. I can easily imagine that one particular large(ish) flow can easily move the vols in a way that you're observing. I don't think I'd be able to offer you an...

And, to confirm, the chart you have shown is intraday? Also, why two expiration dates for each?

As another poster mentioned, this is normally what might happen when there event risk being priced. I suspect I might even have an idea of what this event might be, but I could be wrong. Can you give the specific expiration dates? Moreover, given you've said that black line is IV15/IV30 and...

I broadly agree with this and what the others have said. I have used the SB firms, including IG, for long-term bets. Generally, I am a big fan, but everything depends on whether the terms you get are decent. I am not really sure it's all that great for passive index, tax-free, ISA-like...

As the other poster mentioned, the only two differences you may be missing are bid/offer (if you're holding this over a longer period, you need to include the roll bid/offer, although IG may help you with it) and margin. Other than what you have already mentioned, you need to compare these...

Ask this question on wallstreetoasis...

It's a weird way to phrase it, but yes, you can do this type of stuff... Obviously, as always, past performance doesn't necessarily predict future results.

@cjbuckley4 The question you're asking is actually a very interesting one. I don't have a good objective answer for you, but I can tell you where my preferences lie. Specifically, I find it easier and more logical to look at strategies separately and then construct a portfolio out of them...

I still don't really see the issue and maybe some of what I say would echo what the other folks have already stated... Ultimately, it seems to me that with strategies, just like with assets, what you have is still an arbitrarily complicated linear programming problem that you have to solve at...