jimvin
170 posts
msg #132508
- Ignore jimvin |
11/14/2016 11:08:20 AM
Sorry I overlooked the clickable option; thanks for the assist jp - .
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gmg733
788 posts
msg #132518
- Ignore gmg733 |
11/14/2016 8:35:58 PM
I know of one system.
When VIX is above 20, sell the 50 delta call and buy the 10 delta call. Over 90% success rate
I don't know how to code this in SF or I would for you.
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shillllihs
5,978 posts
msg #132519
- Ignore shillllihs |
11/15/2016 12:15:53 AM
Interesting Gmg, I'll look into it.
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Kevin_in_GA
4,599 posts
msg #132521
- Ignore Kevin_in_GA |
11/15/2016 8:34:56 AM
Just wanted to point out that several years ago I posted "TRADING DIVERGENCES ON THE S&P 500" filters which meet all of the proposed criteria. They probably need to be reoptimized but it certainly can be done.
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mahkoh
1,065 posts
msg #132528
- Ignore mahkoh |
11/15/2016 10:14:21 AM
100 % strategy: Short and hold TVIX.
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shillllihs
5,978 posts
msg #132531
- Ignore shillllihs |
11/15/2016 10:37:57 AM
I've shorted Tvix for awhile but you can't do it for long.
It is guaranteed but doing it safely is the issue. Is there any sure way to hedge it with
options if it spikes?
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johnpaulca
12,036 posts
msg #132533
- Ignore johnpaulca |
11/15/2016 10:46:02 AM
No options available for TVIX
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mahkoh
1,065 posts
msg #132547
- Ignore mahkoh |
11/15/2016 1:28:36 PM
You could hedge with VXX options for every 50 shares of TVIX. Or try scaling into the position.
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shillllihs
5,978 posts
msg #132549
- Ignore shillllihs |
11/15/2016 1:54:15 PM
Can you give an example on how you would set up the option trade? How far out, etc?
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Kevin_in_GA
4,599 posts
msg #132550
- Ignore Kevin_in_GA |
11/15/2016 2:53:51 PM
SHORT TVIX AND LONG VXZ when the VIX is in contango. Reverse when the VIX is in backwardation.
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