StockFetcher Forums · Stock Picks and Trading · VXX<< 1 2 >>Post Follow-up
karennma
6,827 posts
msg #122101
Ignore karennma
12/1/2014 11:22:33 AM

Re:
karennma
4,887 posts
msg #122062 11/25/2014 9:40:00 AM
This is crazy.
Have you looked at the VXX?
============================

I knew it! Hit the low of 26.59 on the 11/26/14.
Now it's 28.50
Guys, if you want to know ahead of time what the market's gonna do, I'm telling you -- watch VXX.



guspenskiy13
976 posts
msg #122130
Ignore guspenskiy13
modified
12/2/2014 7:08:48 PM

and what's so special about the weighted combo of 1st/2nd VIX futures? :)

SFMc01
296 posts
msg #122133
Ignore SFMc01
12/3/2014 10:23:29 AM

karennma
: Thank you for your many insights.

Respectfully, would you please explain further about how you actually use your observations about the VXX.

Thank you

karennma
6,827 posts
msg #122139
Ignore karennma
12/3/2014 7:14:31 PM

SFMc01,
Re: VXX
A picture's worth a thousand words.
You can use your charting software OR .. go to Yahoo Finance.
Go to Charts "Interactive".
In the "enter symbol" box on the left, type VXX and click 1 yr.
There's your VXX chart.
Then, click the + in the comparison box and add the indices (DOW, NAZ & S&P)
Valleys on the VXX are peaks on the indices and the inverse is so as well.
(Sorry I don't know how to post screenshots, otherwise I'd do so.)
The cool thing is, you can apply your Stockfetcher filters to VXX to get your signals.

Following is part of my post about VXX under the AAPL thread. I knew a drop was coming soon.

four
1,994 posts
msg #122067
- four
11/26/2014 12:15:30 AM
selling at a false "top"
-------------------------------
k,
how do you try to filter false tops out?
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

How?
In this particular case, I don't know.
I checked the VXX, and freaked out.



guspenskiy13
976 posts
msg #122145
Ignore guspenskiy13
12/4/2014 12:31:57 PM

couple days ago I went to prophet charts in ToS and plotted YTD XIV vs VXX in percentage

funny thing - each cross of XIV vs VXX resulted in quite big returns (or losses) for one or another

not sure if that's what you mean - but that was interesting to see....

karennma
6,827 posts
msg #122147
Ignore karennma
12/4/2014 1:40:21 PM

Did you overlay them?
HOW do you do that on ToS?


karennma
6,827 posts
msg #122148
Ignore karennma
12/4/2014 1:48:20 PM

Nevermind. I just overlayed XIV/VXX on Yahooo Finance.
That chart also gives you percentages.
IMHO, what's kool is, both VXX and XIV can be run in your Stockfetcher filters like stocks.


karennma
6,827 posts
msg #122149
Ignore karennma
12/4/2014 1:49:07 PM

@ guspenskiy13,
Thanks for bringing that to my attention.
:>)


guspenskiy13
976 posts
msg #122150
Ignore guspenskiy13
modified
12/4/2014 3:18:54 PM

You can overlay in ToS by using "comparison" study in regular charts or by using "comparison" tab in prophet charts.

By versus I meant overlay...

Image and video hosting by TinyPic

From logical point of view this is nothing...it just shows when one instrument become more profitable than another on a given time-frame period....the timing isn't great either....but certainly worth of looking at...

Although, look at this chart... I don't know, whether to call it XIV underperformance or VXX (certainly UVXY)... but the message is clear...a theoretical short position in both of inverses should result in limited-risk profit from the decay...

Image and video hosting by TinyPic

VXX/XIV 50/50 short 3 months
Image and video hosting by TinyPic

The only times when this shouldn't work are "unstoppable" XIV rallies like the one we say in may to july '14. Overall, this should reduce volatility at a decent return - outperforming SPY with less DD and higher results...

What is important is the timing of initiation such position and re-balancing....

P.S.
With a double short you can also get into more active management during the times of elevated volatility and close out the winning side, while adding to losing. Easier timing IMO.



Eman93
4,659 posts
msg #122215
Ignore Eman93
12/12/2014 8:39:07 AM

This is Kevins

Fetcher[
/*SET SPX VIX BID/ ASK RATIO AS A VARIABLE AND CREATE A 10 PERIOD EMA*/
set{VIXbid,ind(^vvvb,close)}
set{VIXask,ind(^vwa,close)}
set{VIXratio, VIXbid / VIXask}
set{trigger_line, CEMA(VIXratio,10)}

/*DEFINE VIX OSCILLATOR AROUND ZERO*/
set{VIX_oscillator, VIXratio - trigger_line}

draw trigger_line line at 1
draw VIXratio on plot trigger_line
draw VIX_oscillator line at 0

add column VIX_oscillator {VIX oscillator}

symlist(spy)
chart-time is 6 months
]



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