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| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132376 |
11/6/2016 2:40:50 PM 1. Thanks for the help, pthomas 2. Kevin: yes, I did configure the emails, but I do not receive them, unless I run them manually. I think I need to configure my PC to stay Awaken at least until the run of 11 PM Eastern is completed, as the program does not seem to wake it up in order to do its routine? |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132368 modified |
11/6/2016 10:01:35 AM I would kindly ask you, guys, to post the new signals for Tue to Fri , as I will travel and have no access to Stratasearch and as I am , like some of you, having some open positions, going against my preffered direction : Thanks |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132359 modified |
11/4/2016 9:33:06 PM Well, I guess, the definition of damage is relative: ( maybe you should define it?) For example, if you're a longer term investor , you would not , yet, have a sell signal, by any means https://www.barchart.com/futures/quotes/ESZ16/technical-chart#/technical-chart?plot=CANDLE&volume=contract&data=MC&density=M&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=ESZ16&grid=1&height=500&studyheight=100 ... maybe , also, you should read his credentials? ... being a floor trader for 10 years, running a hedge fund , etc, makes his expertise, sorry, much more credible than others ... ...if anybody is a so called expert, I would rather name us... |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132354 |
11/4/2016 4:59:03 PM ... also, according to Mark Sebastian , a convincing backwardation should have an inverse curve in at least 2 consecutive months , in order to suggest a sustained period of increased VOL ( now , it would be: NOV>DEC and DEC> JAN, which is not the case, yet: ) http://vixcentral.com/ |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132299 |
11/2/2016 9:06:02 AM https://itunes.apple.com/ca/podcast/option-alpha-podcast-options/id932492307?l=fr&mt=2&i=377361177 Very enlighting discussion with Mark Sebastian ( Specialist in VOL products at Optionpit.com) -look for episode OAP 068 ( Oct 31) * what products to use, options to favor , etc. I found it helpful. |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132068 |
10/23/2016 5:47:16 PM That covers it a lot. Thanks for taking the time... |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #132064 modified |
10/23/2016 1:10:54 PM @gmg733 Q: Could you give me an idea about what kind of spreads you would usually use on VXX ( I think you referred to those in the past) , when you expect the VOL ( Or VIX ) to decrease? I'm trying to find somethig interesting to use on a regular basis but I noticed what seems to be an unfavorable Implied VOL skew for spreads ( going UP on calls ; going Down on Puts) Or, maybe you just Sell naked premium? Thanks |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #131934 modified |
10/15/2016 6:31:48 PM Question for Kevin: I was looking at the section 2, page 1 , equity curve 1999-2009 : mid 2001 to mid 2003 and 2008-2009, the equity curve, goes nowhere : do you think one would be able to follow religiously the system for 2 years with no palpable profit? I , probably , would bail out , in real time; what about you, guys? Do you think this system should have a filter for high VOL / BEAR markets and be OUT of it during those periods? I've seen some previous filters of yours ( 4 horsemen,etc) for negative markets. Maybe incorporating them might improve the performance and making it more realistic to follow? Better being in cash or following another system , better adapted to bear markets ? Also, if you 'd be able to zoom in the stats during those periods, might help to have a better idea about winners/ losers etc? Thanks for your input. |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #131919 |
10/14/2016 9:49:45 AM my today s trade: DEBIT 1 + VIX FUT 20161116 - VIX FUT 20161019 0.47 SMART(USD) BOT 1 VIX, 20161116, Futures, SMART, USD 17.44 SMART(USD) 01:08:03 SLD 1 VIX, 20161019, Futures, SMART, USD 16.97 SMART(USD) 01:08:03 I keep alternating trades between: 1. VIX futures spreads F1-F2 2. Inverse trade on e mini ES futures 3. Inverse trade on e mini ES options spreads I"ll post the closed trades in batches of 10. PS Also, whether Yellen speaks or not, I stick with the system signals , otherwise the stats will not reflect anymore the value of the system, IMO. |
| Filter Exchange · A NEW ^VIX TRADING SYSTEM | |
| dtatu msg #131857 |
10/11/2016 10:08:08 AM My take on today's signal CREDIT 1 : + ES FOP 20161104 2200C - ES FOP 20161104 2160C 16.25 SMART(USD) 08:34:38 |
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