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Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132742
11/23/2016 2:08:28 PM

1. Anybody can tell me what the correlation is between the Gold miners and VIX ???
As far as I know, VIX reflects the volatility of SPX , not of GOLD, GDX, GDXJ ,etc.

2. How can anybody make a profitable system and test it , based on a 3x DUST?( just another wasting product, on the long side) Am I missing something?

see the link /chart, below:

https://www.barchart.com/etfs-funds/quotes/DUST/technical-chart#/technical-chart?plot=CANDLE&volume=contract&data=DO&density=X&pricesOn=0&asPctChange=0&logscale=0&indicators=EXPMA(10);EXPMA(20);EXPMA(50);EXPMA(100);EXPMA(200);MACD(20,50,9);MACD(12,26,9);STOSL(5,3);SMA(200)&sym=DUST&grid=1&height=500&studyheight=100

Based on 1 & 2 , I would never trade this. Just my opinion.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132738
modified
11/23/2016 1:28:01 PM

If anybody could tell me how to copy/ paste a Google sheets table, without having it chopped while posted, I'll send all the details

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132733
modified
11/23/2016 12:29:12 PM

jackmack

Maybe somebody , clever than me, would have the ability to do the math of the decay over 10 days of a LONG 3x product ? All I know is that, roughly, the price is recalculated EACH day , lower?
For a 3x, I suppose is 3 x more?
XIV is less sensitive to it, as far as I can tell ( I do not touch these products, yet)

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132724
modified
11/23/2016 8:44:30 AM

To me, is quite obvious that one should not use a straight wasting product ( whether 1x or, even less, 3x) in low VOL/ contango environement, for the BUYS:
then
1. LOW VOL/Contango : with these ones: don't take buys, take only sells ( or , consider spreads to cancel the wasting nature of the pruduct)
2. HIGH VOL/ backwardation x 2 :Stay out ( or use them , at your own risk)
* I know: sitting on your hands and staying out is the most difficult of ALL the actions;I live that every day

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132716
11/22/2016 9:52:35 PM

No.
Still " HOLD 2 LONGS (9&4)

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132685
modified
11/22/2016 7:01:24 AM

For today, I still have: HOLD 2 OPEN LONGS(9 &4)
So , 4 was triggered the day before, already

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132683
modified
11/22/2016 6:58:15 AM

I thought you were sucsesfully trading your own system, silllihs; you were even selling your signals on Collective2!
( see the thread :" I Hate Giving Up All My Secrets But")

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132679
modified
11/21/2016 10:27:07 PM

silllllihs

Well, I think I showed it clearly that, when the appropriate vehicle is used, with the discipline of following the system, In 13 trades , I lost 8$ once,and made money in 12 others , for a total profit of 7 158.00 $.
This system works, until proven otherwise, sorry.
When you use 3 x vehicle for longs , and XIV for shorts, etc, it's your choice; do not blame the system.
We all admitted that trading a surrogate of VIX was a risk we took, as we did not know what was the best one.
Using a more prudent approach vs a super leveraged one seemed to me a more logical one.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132609
11/18/2016 10:08:55 AM

gmg
Thanks for the links: I'll take a look during the weekend.
I bet that the inverse correlation is lost during the periods of backwardation, with bear markets and big price swings ?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #132581
11/16/2016 4:25:36 PM

VIX ES Options

$686.86
$319.36
$269.36
$600.26
$529.38


TOT: $2,405.22

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