dtr-trading.blogspot.com
DTR Trading: July 2015
http://dtr-trading.blogspot.com/2015_07_01_archive.html
A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading. High Loss Threshold IC. Dynamic Exit Iron Condor. No Touch Iron Condor. SPX High Loss Strangles. RUT High Loss Strangles. Thursday, July 30, 2015. SPX Strangle - High Loss Threshold - 80 DTE. This post looks at selling one-lot options strangles on the S&P 500 Index. Also note, that all of the blog posts for the SPX strangl...
etfmosolutions.blogspot.com
etfmsolutions: No follow Through...08.11.15
http://etfmosolutions.blogspot.com/2015/08/no-follow-through081115.html
A Newsletter of Actionable Risk Perspectives, Tactical Musings and Timing Indicators for Retail Investors and Money Managers. Tuesday, August 11, 2015. No follow Through.08.11.15. China's decision to devalue the yuan by 1.86% overnight (the largest on record and the biggest drop in 20 years) created a major ripple in the markets with a major effect on the emerging markets (EEM). Apple was also hard hit based on news of Chinese firm. Mosaic Solutions commentary is published daily. The posted risk exposure...
vixandmore.blogspot.com
VIX and More: VIX Sets Some New Records, Suggesting Volatility Near Peak
http://vixandmore.blogspot.com/2011/08/vix-sets-some-new-records-suggesting.html
Monday, August 8, 2011. VIX Sets Some New Records, Suggesting Volatility Near Peak. For a more detailed discussion.]. As the chart below shows, a VIX of 48 only puts the current crisis at #7 all-time – or at least dating back through VIX data since 1990. On a closing basis, today’s close was actually the highest closing VIX outside of the 2008-2009 financial crisis. Behavior. In fact, I publish a proprietary VIX Mean Reversion Index. Each Wednesday for the benefit of my newsletter. Of course the VIX is c...
vixandmore.blogspot.com
VIX and More: Today’s 34% VIX Spike and What to Expect Going Forward
http://vixandmore.blogspot.com/2015/06/todays-34-vix-spike-and-what-to-expect.html
Monday, June 29, 2015. Today’s 34% VIX Spike and What to Expect Going Forward. One of the top posts of 2013 was All-Time VIX Spike #11 (and a treasure trove of VIX spike data). In which I sliced and diced the twenty largest one-day VIX spikes. Source(s): CBOE, VIX and More]. This type of pattern supports the idea of both short-term and longer-term mean reversion. Now that we have a template, let’s see how well it works for the current market environment. 2014 Had Third Highest Number of 20% VIX Spikes.
tradingvix.com
VIX & Markets: 2014-03-23
http://www.tradingvix.com/2014_03_23_archive.html
Tuesday, March 25, 2014. Been a while since the last post, have been super busy. Subscribe to: Posts (Atom). Popular Posts Last 7 Days. Paul Tudor Jones-Trader Documentary. Someone graciously uploaded the PBS documentary on YouTube about Paul Tudor Jones. Recorded ahead of the 87 market crash, when the mark. As we head into the final hour of trading, a look at whats going on. ES is up 1.4 handles @1626 even, with 1.33M contracts traded. Gold is d. Market Wrap 11/20/2013 FOMC Minutes. Might have been the ...
tradingvix.com
VIX & Markets: Market Wrap 3/25/2014
http://www.tradingvix.com/2014/03/market-wrap-3252014.html
Tuesday, March 25, 2014. Been a while since the last post, have been super busy. Subscribe to: Post Comments (Atom). Popular Posts Last 7 Days. Paul Tudor Jones-Trader Documentary. Someone graciously uploaded the PBS documentary on YouTube about Paul Tudor Jones. Recorded ahead of the 87 market crash, when the mark. As we head into the final hour of trading, a look at whats going on. ES is up 1.4 handles @1626 even, with 1.33M contracts traded. Gold is d. Market Wrap 11/20/2013 FOMC Minutes. Might have b...
tradingvix.com
VIX & Markets: 2014-01-19
http://www.tradingvix.com/2014_01_19_archive.html
Friday, January 24, 2014. What a bloodbath today, as global markets collapsed due to FX contagion. The JPY also amplified things overnight, dropping below 102 briefly. S&P Futures (ES) collapsed over 14 handles overnight, and collapsed even further after the cash session opened, with ES at cash close down -43 handles or -2.36% with 2.55MM minis traded. Can you say holy shit? ES (Look at the volume on close). Thursday, January 23, 2014. Precious metals also moved higher, with Gold up 2% at 1264/oz. What a...
tradingvix.com
VIX & Markets: 2014-01-12
http://www.tradingvix.com/2014_01_12_archive.html
Friday, January 17, 2014. Wednesday, January 15, 2014. And to continue with the the daily "recovery" bullshit, here comes JCP laying off 2,000 workers. Tuesday, January 14, 2014. Effects of QE on the Stock Market. Presented with no comment. VIX was slammed lower by a whole handle, ending the day lower by -7.53% at 12.28, after briefly dipping below the 12 handle. VIX Futures got pushed lower across the curve. Just another day in the centrally manipulated, carry-trade controlled market. No Santa Claus Ral...
tradingvix.com
VIX & Markets: Market Wrap 10/2/2013
http://www.tradingvix.com/2013/10/market-wrap-1022013.html
Wednesday, October 2, 2013. ES at Cash Close (Reminder, all charts are Chicago Time). VIX TERM STRUCTURE ( vixcentral.com. Subscribe to: Post Comments (Atom). Popular Posts Last 7 Days. Paul Tudor Jones-Trader Documentary. Someone graciously uploaded the PBS documentary on YouTube about Paul Tudor Jones. Recorded ahead of the 87 market crash, when the mark. Another small down day, with Dow Trannies getting pushed the most, down -1%. Bonds pushed lower, sending yields higher, with the 10Y yield b. Might h...
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