i'm trying to pull it up on bloomberg, do you know if it goes by another ticker? or how i can do so? also, to answer your other question, the...
what is ^vxx-iv?
i work at an institution. i could gain access to these "smarter robots, faster PCs and even direct acccess to markets" if i developed some decent...
i closed this today at 1.75. +.06 vol pnl in big contracts ($1000x multiplier) pnl to date with 100x multiplier (i trade both mini's and...
i lifted a dec/jan switch at 1.69. i plan for this to be a very short term trade.
actually one exists for apple. ticker VXAPL CBOE Apple VIX Index [BBGID BBG001D20YB1]
i'm looking into etf/etn arb strategies and i am looking for some learning resources- does anyone have any good references on the starting places...
got a fill on the long feb/mar/apr fly at -.06
sold this at 18.45. net pnl on this trade is +1.23 vol. i currently have no position and will post when something changes. pnl to date on...
hit the bid @ 17.75 on one of the two. not sure if it was the right move... we find out soon. pnl on that is +0.565 net pnl to date on...
today was a little wild for me. went into the morning a bit tired and confused.. sold this one at 17.05, but knew i wanted more.. i lifted again...
just thinking off hand, but what if the successful trader also works a job (has a salary) and trades on the side, but is trying to make it a full...
you may be right, but vix is mean reverting (albeit over longer time frames), but there is some reversion to the intra-day/daily chop as well....
lifted a 17.00... trying to make it out of this with some pnl still. cost basis is now 17.43
my avg cost from this is 17.69 i sold one at 17.50 this morning. this gives me -0.19 pnl total pnl to date is +0.76 vol with cost basis...
novy gettin crushed today. added at the close at a level of 17.15
now to work on how to rebalance, since one of those positions will grow grossly larger than the other.
i lifted 18.25 on the nov. current position is only in nov. avg level of 17.89 *edit* - also, i know this is a "fly / spread" journal and...
there are people out there with more money than you, and more money than other people you know
closed another nov @ 18.05 at the close i have 1 nov left with an avg price of 17.55 total pnl to date is +0.95 vol.
Separate names with a comma.