The secrets behind my best strategy for VIX - VIXTrader

[d08]

2 years of I assume being short on VIX and that's overnight on top of that. Run your strategy for 2007-2011 with synthetic data for the 07-08 period and then talk about the results. We're in bubble-land.

 

[Overnight]

I speak about Live trading..

...
Money management is strictly applied and the DD should be low according to my live and simulated trading...

 

[lawrence-lugar]

Keep your "secrets" to yourself -- they are worth millions, a gold mine.
If I had secrets about the market, I wouldn't make a post about it...I would spend that money on Porsche, Rolex, Lobster.
d08 is a wise man. heed his advice and wisdom -- or experience a shock in the market.

 

[Overnight]

...I would spend that money on Porsche, Rolex, Lobster...

OMFG lol, I laughed out loud so loudly I think the neighbors called the cops. Porsche, Rolex, Lobster???

I live in New England and even I do not equate lobster as being that high up. That took me aback, good one LL. (How much they charging you per pound of lobster in your neck of the woods that you would make that comparison? hahaha!)

 

[RobinsonG]

See here all the trades and statistics for both strategies.. Around $6M$ is invested through these strategies at the moment..

1.VIXTrader:
https://collective2.com/details/106901765

2. VIXTrader Professional:
https://collective2.com/details/106600099

 

[sle]

I speak about Live trading..

Ok. What was the highest level of VIX and biggest change in VIX level during that period?

 

[RobinsonG]

2 years of I assume being short on VIX and that's overnight on top of that. Run your strategy for 2007-2011 with synthetic data for the 07-08 period and then talk about the results. We're in bubble-land.

Ok. What was the highest level of VIX and biggest change in VIX level during that period?

I don't know. . Why is it important? Copy the trades to excel and add the volatility values to see how the strategies behave..

 

[sle]

I don't know. . Why is it important? Copy the trades to excel and add the volatility values to see how the strategies behave..

Well, you’re obviously pitching your strategy (if not, than indeed it does not matter) and most people would want to understand what’s going to happen in a stressed market.

 

[RobinsonG]

Well, you’re obviously pitching your strategy (if not, than indeed it does not matter) and most people would want to understand what’s going to happen in a stressed market.

According to the back test and to my long experience, I expect to see bigger DD and better performance..

 

[d08]

I don't know. . Why is it important? Copy the trades to excel and add the volatility values to see how the strategies behave..

That's not how you test. I don't know where to begin with you, I suspect reality will teach you soon. Hint: testing one instruments for 2 years is completely worthless unless you're doing HFT with 100 000+ trades.