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Frank navilio became a registered member 3 years, 11 months ago
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DG started the topic Allocation to Short Vol – What is Reasonable %? in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 3 years, 11 months ago
Hi All – have been doing some backtesting over the last couple of days and was curious others’ thoughts regarding the right asset allocation to short vol products and am curious to others’ thoughts…I’ve been normally 10-20%, giving room for the inevitable spikes etc….obviously is personal comfort level etc, and is related to market thoughts…[Read more]
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satishkk86 and Seth Golden are now friends 3 years, 11 months ago
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Fat Kitty changed their profile picture 3 years, 11 months ago
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Clifford Foster changed their profile picture 3 years, 11 months ago
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angela smoth posted an update 4 years ago
@seth-golden are there any alternatives to shorting uvxy? that is, is there another instrument one could use instead? thanks
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Yea on can short VXX or go long SVXY. Both have less leverage
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@ang2018 yes you can short VXX and/or go long SVXY.
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Robert Reincke posted an update 4 years ago
From Tony Dwyer in Marketwatch article
Dwyer, who on March 16 “suspended’ his 3,440 target for the S&P 500 on Monday set a 12-to-18-month target for the large-cap index at 3,000 — around 2.4% above its level from Monday’s close. That reflects his forecast for 2021 earnings per share of $150 and a price-to-earnings ratio of 20.
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DG replied to the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years ago
Hi Seth – any updated thoughts on vol for the coming week or balance of the month? Thanks in advance!
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Shirley Horan became a registered member 4 years ago
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DG replied to the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years ago
yeah fair point Seth….I have 3-4% total position at moment (normally 20% max but haven’t had that in long time), and hedged by shorting TNA and UPRO on other side of it. Timing the other side obviously will be tricky.
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DG replied to the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years ago
Hey Seth – is it feasible that in consolidation or chop for SPX, that vol slowly declines…I went back and went through all VX futures data and we are now in the 95% percentile across the entire VX curve, where as at the start of this spike (Feb/early March) – it was confined largely to the first couple of months….just curious how you are…[Read more]
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Dani Kataya started the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years ago
any thoughts if downtrend or uptrend for May 2020?
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joel farrell became a registered member 4 years ago
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Darren Goins changed their profile picture 4 years ago
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Math Vachon and Seth Golden are now friends 4 years ago
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Robert Reincke posted an update 4 years ago
I really enjoy the informative and data driven reports you guys give.
Thank you-
@rr5960 thank you! Glad you find them informative and value-added!
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Robert Reincke posted an update 4 years ago
Just thinking Even with Fed injections we have not even begun to see the long term economic fallout from this lockdown. Failed small businesses, personal bankruptcies, mortgage defaults, etc. I don’t see this as a big recovery at this point.
It’s looking more like corporate welfare every day. Not something middle or lower income America is happy about. -
Harpreet Malhi and Seth Golden are now friends 4 years, 1 month ago
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bernard van zutphen became a registered member 4 years, 1 month ago
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Blake Martin became a registered member 4 years, 1 month ago
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