Kevin_in_GA
4,599 posts
msg #130813
- Ignore Kevin_in_GA |
9/2/2016 10:32:04 AM
For fun - back in VXX (long 1000 shares at $35.00). Not driven by any signal, just playing with the extra profit I made this morning over my target.
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gmg733
788 posts
msg #130825
- Ignore gmg733 |
9/3/2016 12:30:49 AM
Kevin,
Saw some of your notes on /VX futures. Just so you know the VXX is based upon /VX futures and has negative drag. So some of the pops in volatility do not reflect "accurately" or 1:1 into VXX since it is rolling front month futures to longer dates instruments constantly.
I hope this helps you in some way.
Regards,
gmg733
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johnpaulca
12,036 posts
msg #130868
- Ignore johnpaulca
modified |
9/4/2016 11:04:27 PM
*****
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johnpaulca
12,036 posts
msg #130869
- Ignore johnpaulca |
9/4/2016 11:09:07 PM
johnpaulca
10,008 posts
msg #130804
modified 9/2/2016 1:14:58 AM
le commerce du papier:
WBMD($52.05)...try this again for a bottom bounce, getting close to nailing a bottom breakout
VSTO($39.85)...long
VRSN($74.81)
SCAI($41.74)
some are low volume and probably low beta, will need to give time to develop and system adjustment.
**************************************************************************************************************************
update: after 1 trading day
WBMD($52.05)...$52.41
VSTO($39.85)...$40.16
VRSN($74.81)...$79.02
SCAI($41.74)...$42.78
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johnpaulca
12,036 posts
msg #130894
- Ignore johnpaulca |
9/6/2016 9:25:06 AM
SSYS($21.93)...should see a monthly pop soon.
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Kevin_in_GA
4,599 posts
msg #130897
- Ignore Kevin_in_GA
modified |
9/6/2016 10:28:07 AM
9/2/2016 10:32:04 AM
For fun - back in VXX (long 1000 shares at $35.00). Not driven by any signal, just playing with the extra profit I made this morning over my target.
^VIX up 7.8% right now. VXX down 0.25%. That is some really crappy tracking of an index.
UPDATE:
Weird day - the ^VIX index is up right now (+2.2%) but VXX is DOWN -1.78%. Again, I say that is pretty crappy tracking if you ask me.
I placed a limit order for 1000 shares of VXX at $34.00. Waiting to see of it fills.
UPDATE: Filled at 34.00. Now long 2000 shares at $34.50. Fingers crossed.
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gmg733
788 posts
msg #130905
- Ignore gmg733 |
9/6/2016 3:04:59 PM
Negative drag Kevin on VXX. It is not your friend. :)
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Kevin_in_GA
4,599 posts
msg #130906
- Ignore Kevin_in_GA |
9/6/2016 3:26:31 PM
Keeping an eye on MEOH. Will look for a higher entry point ($33 or higher) before taking any short position.
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johnpaulca
12,036 posts
msg #130907
- Ignore johnpaulca |
9/6/2016 3:54:53 PM
VXX($34)...buy signal normally occurs in premarket, prices will go a littler lower before close...glty
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johnpaulca
12,036 posts
msg #130914
- Ignore johnpaulca |
9/6/2016 4:56:04 PM
correlation for VXX:
SPY = -0.86
XIV = -0.99
SVXY = -1.00
TVIX = +0.99
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