N newwurldmn Oct 4, 2016 #21 sle said: Apparently we are saying different things and yet we are both right More... Yeah. I think you were referring to term structure trades, I was referring to selling futures against short vol.
sle said: Apparently we are saying different things and yet we are both right More... Yeah. I think you were referring to term structure trades, I was referring to selling futures against short vol.
S sle Oct 4, 2016 #22 newwurldmn said: selling futures against short vol. More... In case of a pure vol position like VIX futures it works well until the skew resets
newwurldmn said: selling futures against short vol. More... In case of a pure vol position like VIX futures it works well until the skew resets
J jonny1lot Oct 4, 2016 #23 newwurldmn said: I'm saying don't short deltas to hedge your vol. a rally will hurt you because you will be over short delta and a selloff will hurt you because you will be under hedged delta. More... Makes sense - thanks for your help.
newwurldmn said: I'm saying don't short deltas to hedge your vol. a rally will hurt you because you will be over short delta and a selloff will hurt you because you will be under hedged delta. More... Makes sense - thanks for your help.