c1916
77 posts
msg #133780
- Ignore c1916 |
1/17/2017 3:13:38 PM
I know you're not asking me, but I bought a little VXX insurance going into Friday by purchasing a handful of 1/27 calls.
Just for protection, not looking to rake in huge profits. Decision was not based on the results of any of my filters.
|
pthomas215
1,251 posts
msg #133781
- Ignore pthomas215 |
1/17/2017 3:33:03 PM
it seems like the indices / indexes are dropping but vix ETF's are hardly up. i assume it is contango.
|
Kevin_in_GA
4,599 posts
msg #133782
- Ignore Kevin_in_GA |
1/17/2017 4:46:27 PM
The VIX is correlated with the markets, but the price of the ETFs is strongly influenced by contango. Look at today - the ^VIX is up 5.7% but VXX is down 0.7% and XIV is up 0.6%. If these truly mirrored the spot index, this would not happen. But with the contango level at 19% right now, XIV is moving up and VXX is moving down. You can also see that the ^SPX has traded basically flat for the past month while XIV has moved up more than 17% and VXX has dropped the same amount. Again - contango.
|
Kevin_in_GA
4,599 posts
msg #133884
- Ignore Kevin_in_GA |
1/25/2017 7:03:30 PM
Just a heads up - the system triggered 6 new Long ^VIX signals tonight, with 2 more already in play. 8 of 10 filters indicating a short term increase in volatility. Trade carefully though - contango still favors shorting.
|
pthomas215
1,251 posts
msg #134050
- Ignore pthomas215 |
2/4/2017 4:21:41 PM
i thought this is a pretty cool website for contango.
https://vixcontango.com
|
four
5,087 posts
msg #134071
- Ignore four |
2/6/2017 12:21:35 AM
http://www.arrowfunds.com/files/DDF/Highlights%20-%20Contango%20and%20Cash.pdf
Contango
|
mahkoh
1,065 posts
msg #134423
- Ignore mahkoh |
2/20/2017 4:22:04 PM
For those interested; composite long and short filters
|
davesaint86
726 posts
msg #134443
- Ignore davesaint86 |
2/21/2017 7:58:20 PM
What does it mean when there is a
|
davesaint86
726 posts
msg #134444
- Ignore davesaint86 |
2/21/2017 7:59:06 PM
What does it mean when one of the filters has both a 1 in the entry and exit?
|
c1916
77 posts
msg #134448
- Ignore c1916 |
2/21/2017 10:49:16 PM
FWIW, the much simpler IFT Trigger for volatility has signals an entry to TVIX or UVXY for tomorrow. It has been ages since there's been a buy sign on the simple trigger for volatility.
Not my filter.
symlist(tvix,uvxy,xiv)
average Volume(30) ABOVE 2000000
PRICE is below EMA(13)
SMI(5,3,1) has been increasing for 2 days
% Day Change more than 2%
RSI(10) has been increasing for the past 2 days
draw MACD Fast Line(12,26,9) and MACD Slow Line(12,26,9)
draw RSI(10)
draw cci(61) line at 0
draw cci(61) line at 150
draw cci(10) line at 0
DRAW WEEKLY IFT(2,1)
DRAW WEEKLY IFT(2,1) LINE AT .90
DRAW WEEKLY IFT(2,1) LINE AT -.90
|