truetype Mar 27, 2017 #11 Sig said: need to hold a minimum of 20-22 contracts in total to reflect each of the trading days of the month and trade out one of the near contracts for one of the far every day. More... Yeah, but trading 4- 5 cars, rotating one a week, would be CEFGW.
Sig said: need to hold a minimum of 20-22 contracts in total to reflect each of the trading days of the month and trade out one of the near contracts for one of the far every day. More... Yeah, but trading 4- 5 cars, rotating one a week, would be CEFGW.
S Sig Mar 27, 2017 #12 truetype said: Yeah, but trading 4- 5 cars, rotating one a week, would be CEFGW. More... True, and I used to work for the government!
truetype said: Yeah, but trading 4- 5 cars, rotating one a week, would be CEFGW. More... True, and I used to work for the government!
i960 Mar 28, 2017 #13 Sig said: True, and I used to work for the government! More... Don't even do this. Just trade the curve directly. VXX etc are simply retail products to give punters access to vol via equity ETFs. The majority of them aren't even using VX spreads but a proportion of front to back month contracts.
Sig said: True, and I used to work for the government! More... Don't even do this. Just trade the curve directly. VXX etc are simply retail products to give punters access to vol via equity ETFs. The majority of them aren't even using VX spreads but a proportion of front to back month contracts.
J JKG77 Apr 9, 2017 #14 Even there exists liquid SSF on VXX / UVXY, the HTB nature of those products would mean that the SSF prices are much lower than spot..
Even there exists liquid SSF on VXX / UVXY, the HTB nature of those products would mean that the SSF prices are much lower than spot..
