iPath® Series B S&P 500® VIX Short-Term Futures™ ETN
Short VXX, Long SVXY ​ How is this not a risk-free arbitrage? Barclay's VXX is still fucked up, the indicative value is 25% lower than the market value.. ($16 vs $21) SVXY and VXX are based on the same index - so they'll cancel each other out. Barclay's is trying to fix VXX and plans to restart issuance in September so the IV and Market price should converge. So shouldn't you just end up pocketing the difference?
Going to see where this peaks, but same as last crash: a spread from 5% to 30% otm. The vega on the Oct 21s is increasing and already healthy. They are "pricing in" volatility. VXX calls as well, SQQQ shares because the QQQ premuims are too high. Get ready my friend. I was a tad too early last time but I'm better prepared this go round.
Can someone with 500 IQ tell me why this would be a bad idea. * Short SPY * If underwater then close position to open shorts on QQQ * If profitable then let it rip * Short QQQ * If underwater then close position to open shorts on IWM * If profitable then let it rip * Short IWM * If underwater then close position to open long on VXX * If profitable then let it rip * Long VXX * If underwater then close position to open long on UVXY * If profitable then let it rip If I keep increasing the standard deviation (beta), I'm bound to swing back into the green right? Of course, I'm bounded by 0.
all the shills trying to foment fud with VXX comments but the volume on that runup is so pathetic and the fund is structurally bound in issuance this is an obvious fade - would only take a single solid red candle with some decent volume to wipe that entire runup out and some
Yeah VIX itself. UVXY has too much decay and VXX trades future contracts so it will miss the spikes. Didn’t know if there is anything else out there that could be used. I think it’ll vix will pop again and I can DCA as it goes down.
without a doubt the most manipulated and worthless dogshit since january. Only profits came when people didnt know the jig was up. The moment it was clear we were going into sustained selling VIX/UVXY/VXX got totally kill