the vix and vxo is an index and I find them very useful.
the world will never be too full.
will someone tell deriv to go to starbucks and not come back.
he might not be black swan hunting but he is looking for high sigma events.
bingo. his performance has dropped as the strategy is non dynamic to iv levels.
nearly impossible with a daytrading system. still very challenging with an overnight system.
he is expecting it to move sideways between s+r. calculate expectancy with an early exit, such as when the shorts are atm.
you may be right, depending on what you are trying to accomplish. often you can take 3.2 times the atr for a rough calc of the 30 day 1 sigma and...
look at a tradable entity rather than an index. futures opened limit down, then carved lower after trading resumed.
I guess I'm the dissenter. look at a long term chart of the sp, vxo and 5-10 day atr. atr is clearly highly correlated with u.s. equities and iv.
tradable instruments gap, an index does not.
thanx for saving me a post jeff. crude on the other hand barely moved.
Hi drew, are you a new cta, why is there no performance info in your d-doc?
try the ts forums as well.
no brainer - managed account route.
I continue to feel the best way for fx options is the exchange traded route, cme. stat vols are often slightly higher than implieds so it is a...
yet I have heard him say he is always on the right side. this is impossible.
interesting scoob. if I were selling premium on individual companies I would definitely use back spreads. the company specific risk is just...
just some friendly sarcasm compadre. :p
we're all frantically at work trying to figure out how you collect premium using backspreads ;-).
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