j***b
发帖数: 5901 | 1 I checked some historical data, it doesn't have such huge contango before. |
b******r
发帖数: 16603 | |
j***b
发帖数: 5901 | 3 No. It's been like this for a while.
That's why vxx has been declining like hell.
【在 b******r 的大作中提到】
: ends of QE2
|
C*G
发帖数: 7495 | 4 yeah.
VIX spread trading 茶馆都玩了一年了
http://www.mitbbs.com/clubarticle_t/Stockcafeteria/84101.html
hiahia
【在 j***b 的大作中提到】
: No. It's been like this for a while.
: That's why vxx has been declining like hell.
|
b******r
发帖数: 16603 | 5 Just short VXX then.
拿23天，吃个8% rollover premium先。
【在 j***b 的大作中提到】
: No. It's been like this for a while.
: That's why vxx has been declining like hell.
|
j***b
发帖数: 5901 | 6 I want to join this club.
【在 C*G 的大作中提到】
: yeah.
: VIX spread trading 茶馆都玩了一年了
: http://www.mitbbs.com/clubarticle_t/Stockcafeteria/84101.html
: hiahia
|
j***b
发帖数: 5901 | 7 vix spread trading is shorting short term and long long term?
【在 C*G 的大作中提到】
: yeah.
: VIX spread trading 茶馆都玩了一年了
: http://www.mitbbs.com/clubarticle_t/Stockcafeteria/84101.html
: hiahia
|
S******t
发帖数: 8388 | 8 这么牛! 我在那里的时候怎么没看到呀?
【在 C*G 的大作中提到】
: yeah.
: VIX spread trading 茶馆都玩了一年了
: http://www.mitbbs.com/clubarticle_t/Stockcafeteria/84101.html
: hiahia
|
j***b
发帖数: 5901 | 9 But will it end? It there isn't so big contango like in 2007 or 2008.
【在 b******r 的大作中提到】
: Just short VXX then.
: 拿23天，吃个8% rollover premium先。
|
b******r
发帖数: 16603 | 10 just keep tracking futures.
Every day only 1/23 rollover, should have enough time to exit if
backwardation happened.
【在 j***b 的大作中提到】
: But will it end? It there isn't so big contango like in 2007 or 2008.
|
j***b
发帖数: 5901 | 11 A vix spike may be down the lane right now. It barely increased so far.
【在 b******r 的大作中提到】
: just keep tracking futures.
: Every day only 1/23 rollover, should have enough time to exit if
: backwardation happened.
|
b******r
发帖数: 16603 | 12 Like you mentioned before, no sure way to make money...
This might give you a little bit more favorable odds.
【在 j***b 的大作中提到】
: A vix spike may be down the lane right now. It barely increased so far.
|
