Recent Content by killATwill

  1. Efficient Long Vol Strategies for a 1YR Timeframe: Your Thoughts?

    I'm curious about the most efficient method to go long on volatility over a one-year time horizon. Products like VXX and UVXY feel compromised by...
    Thread by: killATwill, Jan 4, 2024, 16 replies, in forum: Index Futures

  2. Understanding Margin Impact in ES and NQ Index Calendar Spreads: Real-Time P&L Considerations

    Yeah, there were no margin issues. @Slow Learning Elf got it right. And actually on a day like yesterday, with its relatively big more, liquidity...
    Post by: killATwill, Jan 3, 2024 in forum: Index Futures

  3. Borrowing in Yen for US 30-Year Bonds

    I've observed two things recently: 1. IB has really attractive margin rates for borrowing in Yen. 2. IB also has low margin requirements for...
    Thread by: killATwill, Jan 2, 2024, 5 replies, in forum: Fixed Income

  4. Understanding Margin Impact in ES and NQ Index Calendar Spreads: Real-Time P&L Considerations

    Thanks. I'm imagining a trade involving 40 spread units. It's not out of the ordinary for ES to move significantly, say by 100 points, after the...
    Post by: killATwill, Jan 1, 2024 in forum: Index Futures

  5. Understanding Margin Impact in ES and NQ Index Calendar Spreads: Real-Time P&L Considerations

    Thank you for your insights. I'm particularly interested in longer-dated spreads for a few reasons: Firstly, I already have a stance on the yield...
    Post by: killATwill, Jan 1, 2024 in forum: Index Futures

  6. Understanding Margin Impact in ES and NQ Index Calendar Spreads: Real-Time P&L Considerations

    Thanks, I probably wasn't clearly communicating. My question isn't about the margin requirements specifically. It's more about how a significant...
    Post by: killATwill, Jan 1, 2024 in forum: Index Futures

  7. Understanding Margin Impact in ES and NQ Index Calendar Spreads: Real-Time P&L Considerations

    Hi there. I'm curious to know more about how after-hours fluctuations in the price of ES can affect the available margin in an account managing...
    Thread by: killATwill, Jan 1, 2024, 10 replies, in forum: Index Futures

  8. Futures Calendar Spread Intras

    Thanks. I appreciate you help.
    Post by: killATwill, Dec 18, 2023 in forum: Index Futures

  9. Futures Calendar Spread Intras

    Thanks. Would you happen to know what the difference is between that spread, which seems to feature 3 expirations among its two legs, and the...
    Post by: killATwill, Dec 18, 2023 in forum: Index Futures

  10. Futures Calendar Spread Intras

    Yeah I mean 24 / 25
    Post by: killATwill, Dec 18, 2023 in forum: Index Futures

  11. Futures Calendar Spread Intras

    BTW, I may have this wrong regarding efficiency, but if $250 is truly the maintenance per spread... Assume recession happens: - Calendar: Spread...
    Post by: killATwill, Dec 18, 2023 in forum: Index Futures

  12. Futures Calendar Spread Intras

    Thanks. The first example (shown below) on the page is confusing to me because there are three expirations listed. Side A Start Period 12/2023...
    Post by: killATwill, Dec 18, 2023 in forum: Index Futures