i think the first thing you should do is rebuild vxx to understand the negative drift
i hit the bid @ 17.90 a min ago. pnl on trade + 0.90 vol still have two nov left. *edit* total pnl on journal to date is +0.45 vol and...
i do spread more and play the curve, it just so happened that when i started this journal my view was what it was. i have thought about the...
i don't forsee any event that would take place that would send the curve into a deep inversion without me absolutely crushing it. actually, a...
well, those indicies are very different than straight positions in one of the futures. the bleed for being long the nov future is no where near...
for my trades in the curve i have/am still working on my system. sure i have ran backtests that show profits, but that is only so much in this...
I wanted to lay one off at the close, but couldn't get the order in. It looks like i would have executed at 17.60 (just to lay some risk off), so...
for my spread/fly historical analysis i look @ closing values for the contracts, but from my observations i'm not sure those levels are even...
do you both avoid outright positions?
i figure i'll add some of my thoughts about my position, and why i have it, as i would love to here differing opinions. This is a small...
hit @ 17 on nov. boy oh boy are people puking this today. who knows - maybe i'm just wrong way... we'll see on the # tomorrow.
i have a journal but i can post the $$ here - i'm tradin it small, no haters. -$150 realized today
i am going to track my pnl on here in vol terms. my first trade was profit of 1.15 vol the fly had a loss of 0.15 vol, but the notional of the...
closed the other leg of the fly - total loss is .15 vol on the fly. sellinindex - maybe you're right and i had agreed, but i just am not...
somewhat active day today. i closed the long leg of the fly (jan/feb) at 0.65 i'm looking to exit the other leg as well some time today. the...
i'm still alive - here in nyc and at work now.. nothing has changed in my position. if anyone is watching.. how are you all doing? did you fare well?
u dont like the short delters on apple?
yeah - thats what i get for being a cheapo not paying up 5bps. i don't trade the ETPs for 2 reasons. 1) i dont have the same flexability...
frustrating to get no fill there
didn't get a fill @ 18 yet...
Separate names with a comma.