Meh, it's all RTFM-able. However, why should I waste my time trying to polish a turd? If I pay money for something, it should not be a PITA....
How so? I love my MBP, it’s a functional system, while windows is infuriating in every way possible (rebooting in the middle of the day because...
Well, the usual outcome is some sort of economic pain that results in policy change. Or a revolution. You pick :)
Income inequality is a real thing and a problem. It’s not clear what the solution is, since it’s driven by the technology
Sharpe of 2.5 is reasonable (though Sortino of 1 is kinda low). It’s the low turnover that would scare me. If it’s systemic, have you thought of...
Do you recall the reasoning behind this? I remember the change but never understood why it was important
When the futures got halted at the Asian open, people (e.g. myself) were bidding up VIX because it's got short delta and you can pre-position for...
Which is why I said "effectively". The decision to keep the markets closed was, in part, driven by the desire to prevent a massive drop. They kept...
I'd venture that your consumption basket has changed over the years. Mine certainly did - less beer, more dog food. It's a hard problem and there...
Well, the US market remained closed on 9/11, which effectively was a circuit breaker. This said, 2020 was unique due to the market positioning...
Sharpe/Sortino, as well as total contract turnover
Well, what exactly is the problem do you have with the methdology? Is it the basket contents (e.g. you drink more beer), is it the...
How long have you been trading VIX futures specifically and what are your strategy metrics?
Inflation-adjusted, median US household income grew from 66k in 1990 to 71k in 2022...
Well, the problem with all of these approaches is wide tick size. At 5c bid/ask and daily vol is 50c, VIX futures are hard to turn around without...
Dude, that's roughly (72/30) 2.4% inflation. That's perfectly fine cause your salary most certainly grew by more.
Actually, it's fairly easy to believe and you can see your position in the queue if you have an MBO feed (e.g. Databento or Rithmic). The reason...
It's part of the market, of course, but it's hard to convince people to fund a trade with a highly asymmetrical payoff.
What percent of your trading is volatility ETFs? Most backers really dislike vol traders, for obvious reasons.
You can take a directional trading approach or some sort of MM-like approach were you just buy cheap after-hours vol and hedge delta...
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