Hello everyone, I’ve developed an advanced trading algorithm based on the VIX futures contract, using order book microstructure and the S&P 500 as complementary indicators. After several months of rigorous backtesting (both historical data and live sim), I’m now ready to go live. However, I’m facing two major obstacles: I can’t find any prop firm that provides access to the VIX futures (VX on the CFE). I contacted Day Trade The World (DTTW), but they do not allow trading the VIX. I’m looking for: Serious prop firms that offer live access to the VIX futures contract. Or viable alternatives (e.g., self-funded account with CFE access, boutique prop firms, etc.). If anyone has any leads, feedback, or recommendations, I’d greatly appreciate it. Thanks in advance for your help!
Hello, You can use some reatail brokerage, like Stage5 or AMP futures, or you can go with some arcade-prop (so deposit one) like Axia Futues (you put depo >20k usd or >50k usd). In all those you can get acces to CFE, mosty using TT or CQG routing (CQG will be cheaper option to start with). Also - you aware, that if margin requirement or orderbook liquidity will be a problem for VIX mini, you could always try to mirror (opposite positions) your execution using ES or MES futures ? (of course it depends on your time horizon, edge type etc. but just as idea, as you could lower margin requiremets a lot that way) btw: it is higly possible that in this thread will appear a lot of malcontents, trying to explain you how bad is your idea (without even knowing it) and you won't make any money etc. etc. - just ignore it and test your stuff )
Yes, I’ve been considering going the self-funded route through brokers like AMP or Stage5, especially for access to CFE products like the VIX. I wasn’t aware Axia Futures offered that possibility with a deposit model — I’ll definitely look into it. TT and CQG routing options are also good to know; I’ll probably lean towards CQG to keep costs down initially, as you suggested. Regarding your second point: yes, I’ve thought about using ES or MES futures to replicate some of the VIX exposure, especially when using the VIX as a signal and executing on more liquid instruments. It’s not a perfect proxy for my setup, but depending on time horizon and market conditions, it could help reduce margin requirements significantly. Thanks for reinforcing that idea. And yes — I’m well aware of the “forum experts” who love to shoot down any unconventional approach without even understanding it . But no worries — I’ve done the work, and I’ll let the results speak. Thanks again for the insights, really helpful!
Tell me more about your Holy Grail...what kind of market returns are you able to magically generate out of thin air,
One more thing to consider (basically to just test on live market), as the results you attached are based on SIM, the topic of fills will be very different. It can work both ways - agains you (and that probably is in most cases) or in your favor (in less liquid market or time of day, you can fill the "choice price" in case of wider spread). So, that is to think - based on which price was your execution on that sim and how realistic that was. As that included could make big difference in your final result. Good luck !
Tell me more about your ES Futures trading...what kind of market returns are you able to magically generate out of thin air, You should start your own trading journal...truly digest and reflect on the detail and wisdom and insights....and you may just possibly become a successful trader one day, Squid the Chris