INDU/DJX 5 years 1000/10 point grid. The trend is up. Possible system is S2x1 Last signal long surpassing 10.000 Trailing stop is currently...
05/18/07 +9.3% I was careful today and that payed off.
Thank you sellvol! What I am doing is very similar to selling a straddle on SPX. The only difference is that the VIX can't go to zero nor it...
05/17/07 +13.5%
Attached my analysis for the VIX calls. For me the Call July 16 looks attractive to be sold with a stop in place. C 16/7 1.35 possible stop...
Attached I've posted a sheet to show how I evaluate VIX puts. From that analysis (for me) the VIX Put July 13 seems to be attractive.
artes The method for me is to write options on VIX with the best expected performance to expiration and positive account management. The...
Attached graphics shows how the VIX vola (historical 30 days and implied) has chanced over a year. Upper band 125+ Lower band 75-...
Yesterday I decided to write another 2 Call options. VIX JUN07 17 C (100) 2007-05-17 -2 0.6500 Received Money $130.00 -$1.50 commission...
The serial correlation of absolute cl to cl changes, - I call them absolute daily velocity (ADV) - , is bigger than the changes incorporating the...
05/16/07 -40.3% I underestimated the potential of the DOW to go up. My forecast of the vola has been lower based on statistics. The loss...
The VIX future is not yet very liquid. I am thinking to use the future as a protection against upmoves. But at the moment a stop loss in the...
VIX closed at 14.01 VIX future June closed at 14.15
VIX options are in the top list of ivolatility.com
The vola of the VIX is very high. In addition the volume is daily volume picking up. The mean IV is 73.8% IV Call 16 June is 91.7% ! IV Put...
Yesterday's settlement values of the open position have been ca. Calls $-93 Puts $-171 Details VIXFQ 2007-06-20 VIX JUN07 16 C -2 0.857736...
Sold 2 VIX Calls on 05/14/07 VIX JUN07 16 C (100) 2007-05-14 -2 0.9500 190.00 Premium -1.50 Commissions It's a dangerous think,...
Graphics attached
Possible systems for the FDAX 1 day on the 2 point grid DAX2_2 S282 S373 7x4, 7x5 8x7
Possible systems on FDAX 2days 5 point grid [b]DAX5_2 S2_10_2 S6_12_3 4x4[b] For the S6_12_3 system there is a triggered signal at 7515...
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