concept for adjoining (rough) realized index values to the (smooth) interpolated term structure curv

steve42

steve42

Hello fellow traders,

I'm in the process of developing an interface for a volatility trading program. The aim is for it to aid in market positioning by acting as a comprehensive dashboard. Traditionally, we see separate windows displaying price action history up to the present moment and another for the VIX futures curve.

However, I'm contemplating a design where, as time progresses, the projected VIX futures term structure (interpolated curve) transitions to reflect the actual market developments. This would result in a graph that smoothly interpolates between the fixed points of futures contracts but adjusts abruptly with each new price data point, be it the last traded price, ask, or bid.

To my knowledge, I haven't come across such an approach in other software or academic papers. It feels intuitive, but I'd love to hear your thoughts.

insights and feedback appreciated
 
Mockups since UI is not my forte. These do not demonstrate the idea of adjoining the price history along with the interpolated futures projection curve but I thought I posted anyway since while some of the controls that the AI came up with and not that practical it does give me a baseline to go from because I hate making s*** from scratch it ends up all boxy

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HIGHEST correlation, can do better than that.
A bit like trading oil stocks/oil stocks ETFs, based on price of oil, not much help, but a bit better than nothing..................................................................................
In other words SPY is correlated to QQQ ;
but mainly+ mostly SPY correlated to itself:caution::caution:
 
That's a pretty cool idea you've got there! Blending real-time data with the projected VIX futures curve sounds like something I'd want on my dashboard. It's a bit like watching a live sports score update alongside projected match outcomes. Keeps things exciting.

One thing to think about is how jarring those abrupt changes might be when new price data comes in. You might get some traders who absolutely love it, while others might prefer the traditional separate windows to avoid confusion. But then again, that's the beauty of trying something new – you'll never know until you test it out.

I haven't seen anything like this either and it could really set your software apart from the rest. Just be sure to get some beta testers before going all in.

Keep us posted on your progress.
 
Ironbeam said:
That's a pretty cool idea you've got there! Blending real-time data with the projected VIX futures curve sounds like something I'd want on my dashboard. It's a bit like watching a live sports score update alongside projected match outcomes. Keeps things exciting.

One thing to think about is how jarring those abrupt changes might be when new price data comes in. You might get some traders who absolutely love it, while others might prefer the traditional separate windows to avoid confusion. But then again, that's the beauty of trying something new – you'll never know until you test it out.

I haven't seen anything like this either and it could really set your software apart from the rest. Just be sure to get some beta testers before going all in.

Keep us posted on your progress.
More...
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I dont keep up with football much, i know many in USa do.
NPR carried a news report on that, noting the thing was so delayed , suckers bet on the game LOL.
But I use ETF s+end of day/weeks data mostly, occasional real time:D:D
 
Ironbeam said:
That's a pretty cool idea you've got there! Blending real-time data with the projected VIX futures curve sounds like something I'd want on my dashboard. It's a bit like watching a live sports score update alongside projected match outcomes. Keeps things exciting.

One thing to think about is how jarring those abrupt changes might be when new price data comes in. You might get some traders who absolutely love it, while others might prefer the traditional separate windows to avoid confusion. But then again, that's the beauty of trying something new – you'll never know until you test it out.

I haven't seen anything like this either and it could really set your software apart from the rest. Just be sure to get some beta testers before going all in.

Keep us posted on your progress.
More...
For sure, My style of trading is not such that I view any sort of " real time data That's a recipe for an autistic button smashing disaster. I do Vix spreads right now and the data I would be visualizing would be most likely historical data or projections driving from the rough volatility model that I've implemented. With regards to the jarringness of the updates you know on a platform like trader workstation with IB it is of course very clunky and not that gratifying feeling to observe the interface I'm going to build is a rather high performance Java FX library which allows quite fine grain customization of renderers and things like that so I think it should look pretty smooth The main thing for me would be also something that would overlay my current call spread strike prices onto the graph with some other things like hedge ratios and etc
 
murray t turtle said:
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I dont keep up with football much, i know many in USa do.
NPR carried a news report on that, noting the thing was so delayed , suckers bet on the game LOL.
But I use ETF s+end of day/weeks data mostly, occasional real time:D:D
More...
Okay thank you for your input captain off- topic
 
steve42 said:
Okay thank you for your input captain off- topic
More...
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NOT really off[Iron beam topic] if NPR is right;
but they lie so much you maybe right if its actually real time.
NPR said its not real time@ all.[Sorry you wrongly read,wrongly assumed i did not read-reply to Ironbeam post # 6, not real time]
I like real time for exits, sometimes + never smash buttons.:caution::caution: You are welcome
 
murray, i said usually, of course there are a few instances where i had to cut my position after I entered and it didnt go how I expected. lag implies there is something to be lagged with respect to, so then who is generating the thing to which is supposedly lagged? I dont play that game, its for fools, I work at a much higher level, people who do that are just noise terms in my model I suppose but I dont like it when i have to trade by phone flying down the road when battery is about to go dead and i got one eye open. I did that once, thought i was gonna take my first loss but ended up with still a meager profit
 
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