CBOE Variance Futures

[atticus]

Quote from cdcaveman:

http://www.interactivebrokers.com/e...e&showcategories=FUTGRP&ib_entity=llc

i talk to IB .. but i was driving at the time... he steered me here.. said it didn't look like they offered trading in the product? but they could upon request.. i dont' even know if i heard that right.. i'll call back after dinner

Yeah, they're not offered on IB as of yet.

 

[sle]

How do I attach an XLS file here? Wanted to post the sample strategy, but for some reason it is not appearing!

 

[atticus]

Quote from sle:

How do I attach an XLS file here? Wanted to post the sample strategy, but for some reason it is not appearing!

Post -> attach file.

 

[sle]

Ok, here we go. Apparently, the file was too big, so now it is compressed.

 

[atticus]

Thanks for the sheet.

 

[Jgills]

agreed - thanks for the sheet

 

[blueplayer]

Quote from sle:

Ok, here we go. Apparently, the file was too big, so now it is compressed.

Thank you sle for the detailed analysis and the invaluable explanations in this thread.

 

[sle]

You are all welcome. I will try to continue tomorrow - I am stuck at home with a flu and need something to occupy my head.

 

[atticus]

Quote from sle:

You are all welcome. I will try to continue tomorrow - I am stuck at home with a flu and need something to occupy my head.

It was a horrible bug. I've had it for 8-days as it runs through the family. Astragalus extract works wonders, but it must be taken early and often. Echinacea is worthless with viral infections.

 

[ktm]

I have perhaps a noob question.

In the CBOE docs, there is some text that seems to explain that any "disruptive event" (defined in the text but essentially a flash crash or perhaps trading curbs depending on how you read it) will be excluded from the final calculation.

Is this of any concern with this product?