i'll try to post a tradestation report tomorrow. I don't use the model to trade as it is too correlated to my options model, I just know when it...
phil, if sp hits 1200 the vix/vxo could easily increase 50 percent, I would say closer to 75 percent is more likely, with vega exposure how do you...
one place to start is to calculate expectency. (.7* 2) - (.3*3). 1.4-.9 equals .5. this is before trading costs. an early exit would easily...
it is not a limit for the entire day, just intraday. if the cash continues then futures will be pegged with almost no liquidity. but the rule...
this is largely a function of the rut's nearly double volatility of the sp. more premium nonetheless, thanks for the analysys.
you probably are aware of this but just in case, there are overnight and day limits of how far the sp can move. currently the overnight limit is...
span margins are nice but imo it is prob best to trade personal risk levels instead of what span will let you get away with.
keep rolling with the punches risk.
I've got the vanilla 1220s and 1210s. 3 days to go. I'm concerned with a knee jerk tomorrow with the cpi though.
I guess you see the 1225s as safe until the 20th?
often it is simply an ego which gets a manager in trouble.
the lows should hold.:D
while this thread probably will not hold at 1246 pages (grins) I still think there is a good chance of support holding for th sp in the 1240s.
s
sbscrbd.
I also was suspicious of stat vols being higher than implieds and so am trying to rework my trading method as i'm used to selling sp gamma. if i...
riskarb, I can't recall you ever using the eurofx or energies such as crude. what are your thoughts on the viability of these markets in selling...
agreed, bizarre...
we all have to realize there are times when statistical tendencies become unsustainable. keep up the good work.
Separate names with a comma.