Midnight rally

In an uptrend you can count on VIX gapping up 90% of the time on Mondays, SPY,DIA they gap up on the open to. Futures rise overnight 90% of the time in an uptrend. These same patterns repeat themselves like clockwork.

Making money in this market right now is a no brainer, buy the dips, make free money.
 
Quote from Rickshaw Man:

In an uptrend you can count on VIX gapping up 90% of the time on Mondays, SPY,DIA they gap up on the open to. Futures rise overnight 90% of the time in an uptrend. These same patterns repeat themselves like clockwork.

Making money in this market right now is a no brainer, buy the dips, make free money.
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Then you must be making a killing. EU equity markets open at 3 Eastern, so the arb will occur in low volume as ES will often gap to meet the EU's lead.

The VIX often jumps on Monday because the Friday closing value is depressed as vol-traders mark-down vol into the weekend (as synthetic time). Very often they overshoot the mark.

It amazes me how little people know about the markets yet are compelled to write about them.
 
Quote from atticus:

Then you must be making a killing. EU equity markets open at 3 Eastern, so the arb will occur in low volume as ES will often gap to meet the EU's lead.

The VIX often jumps on Monday because the Friday closing value is depressed as vol-traders mark-down vol into the weekend (as synthetic time). Very often they overshoot the mark.

It amazes me how little people know about the markets yet are compelled to write about them.
More...

to further clarify the vol move today the VIX calculation switches from the front two series of SPX options to the second and third expirations to arrive at a theoretical thirty-day maturity for the index ten days before VIX expiration. So while Friday the index used February and March SPX options, today the index began to use March and April SPX options in the calculation of the index. but i am sure few here even follow the preceding.
 
I wasn't aware today involved the rollover, but if anything, that should be a mild negative influence on vix due to the flattening as you add duration.
 
Quote from atticus:

Then you must be making a killing. EU equity markets open at 3 Eastern, so the arb will occur in low volume as ES will often gap to meet the EU's lead.

The VIX often jumps on Monday because the Friday closing value is depressed as vol-traders mark-down vol into the weekend (as synthetic time). Very often they overshoot the mark.

It amazes me how little people know about the markets yet are compelled to write about them.
More...

So basically your saying leave market analysis to the experts like yourself

So what is your explanation for ES making higher highs and Vix not making lower lows?
 
The VIX futures contract trades pre market and most likely explains the gaps that occur. Now my explanation is not near as complicated as some others, so let me come up with some arbitrage complexities on Mat Lab Mathworks and I'l get right back to ya.
 
Quote from Rickshaw Man:

The VIX futures contract trades pre market and most likely explains the gaps that occur. Now my explanation is not near as complicated as some others, so let me come up with some arbitrage complexities on Mat Lab Mathworks and I'l get right back to ya.
More...

hey moron, i explained it in my previous post and as i expected few (of course atticus followed ) understood.

please try trading the futures, please.
 
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