NexusFi: Find Your Edge


Home Menu

 



Showing results 1 to 12 of 12
Search: Posts Made By: Erikie
Forum: Emini and Emicro Index March 29th, 2021, 12:43 PM
Replies: 137
Views: 26,645
Posted By Erikie
I do not think so. In 2018 the structure of the...

I do not think so. In 2018 the structure of the VIX changed a bit but permanent. Because of higher realised vol on one hand but also in periods of lower realised vol the implied was higher. I think...
Forum: Emini and Emicro Index March 28th, 2021, 04:48 AM
Replies: 137
Views: 26,645
Posted By Erikie
What are the adjustments when vxx got a reverse...

What are the adjustments when vxx got a reverse split? Size, strikes, multiplier


Sent using the NexusFi mobile app (https://on.futures.io/app)
Forum: Emini and Emicro Index March 27th, 2021, 05:10 AM
Replies: 137
Views: 26,645
Posted By Erikie
I think in 2017 the S&P only 1 time went down...

I think in 2017 the S&P only 1 time went down more than 1% intraday.


Sent using the NexusFi mobile app (https://on.futures.io/app)
Forum: Emini and Emicro Index March 27th, 2021, 05:08 AM
Replies: 137
Views: 26,645
Posted By Erikie
Sorry yes never below 8. It means a 30 days...

Sorry yes never below 8. It means a 30 days expected 0,5% volatility. 2017...


Sent using the NexusFi mobile app (https://on.futures.io/app)
Forum: Emini and Emicro Index March 26th, 2021, 03:24 PM
Replies: 137
Views: 26,645
Posted By Erikie
VIX and Volatility General Discussion

The primary product is the VIX and yes there is upwards skew because there is the uncertainty. I have never seen the implied volatility in the vix lower then 8 so that means the putcurve flattens on...
Forum: Emini and Emicro Index March 24th, 2021, 02:03 PM
Replies: 137
Views: 26,645
Posted By Erikie
Interesting. How do you define “not a three day...

Interesting. How do you define “not a three day high”? I got some interesting strategy for vix trend during day. Will share later


Sent using the NexusFi mobile app...
Forum: Emini and Emicro Index March 24th, 2021, 11:40 AM
Replies: 137
Views: 26,645
Posted By Erikie
I remember 5th of Februar 2018 like it was...

I remember 5th of Februar 2018 like it was yesterday. Liquidiation of the XIV. Is there such a risk with VXX ?
I am a professional trader and mainly vix
Forum: Emini and Emicro Index March 24th, 2021, 06:02 AM
Replies: 137
Views: 26,645
Posted By Erikie
Thanks I will have a look. Sorry my question was...

Thanks I will have a look. Sorry my question was not clear. I asked Shodson what he paid for the callspread.
Forum: Emini and Emicro Index March 23rd, 2021, 02:30 AM
Replies: 137
Views: 26,645
Posted By Erikie
Hello, thanks for sharing! can you share a bit...

Hello, thanks for sharing! can you share a bit about the total price being short vxx in combination being long the callspread. How do you use riskmanagement in this combination?
Thanks!
Forum: Emini and Emicro Index December 13th, 2020, 01:41 PM
Replies: 137
Views: 26,645
Posted By Erikie
Sorry misunderstood. Assume you trade es mini in...

Sorry misunderstood. Assume you trade es mini in a daily graph you can use 10d atr and realised vol % as a dynamic stop loss or target


Sent using the NexusFi mobile app...
Forum: Emini and Emicro Index December 13th, 2020, 12:13 PM
Replies: 137
Views: 26,645
Posted By Erikie
What strategy do you want to trade? For me it is...

What strategy do you want to trade? For me it is not clear . If you trade vix you can calculate vol of vol


Sent using the NexusFi mobile app (https://on.futures.io/app)
Forum: Emini and Emicro Index November 14th, 2020, 02:02 PM
Replies: 137
Views: 26,645
Posted By Erikie
Wondering why there are not many VIX discussions....

Wondering why there are not many VIX discussions. This product is big
Showing results 1 to 12 of 12

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top