shillllihs
6,044 posts
msg #120699
- Ignore shillllihs
modified |
6/11/2014 11:17:03 PM
Yes, but I think this will work on any timeframe 15min, or more.
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guspenskiy13
976 posts
msg #120706
- Ignore guspenskiy13 |
6/12/2014 11:07:00 AM
I will try.
On short time frames the ratio doesn't give you any advantage, same as VXX above/below ema
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guspenskiy13
976 posts
msg #120708
- Ignore guspenskiy13
modified |
6/12/2014 1:05:30 PM
Currently trading VXX, I found interesting a scenario when SPY makes a new low but volatility doesn't make a new high.
Or if comparing SPY to XIV, XIV doesn't make a new low.
This divergence might be powerful, and it's LIVE right now - will see how it plays out.
up: spy slipped 0.3%, I guess it's just BS.
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guspenskiy13
976 posts
msg #120725
- Ignore guspenskiy13 |
6/12/2014 9:31:48 PM
It would be nice to develop/backtest a strategy where you short VXX/UVXY/TVIX....
80% of the time they decay up to 10% a month....
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shillllihs
6,044 posts
msg #120738
- Ignore shillllihs |
6/13/2014 11:11:49 AM
I think a good strategy would be to use daily and scale out as you profit. That way you will win even on potential break even trades.
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shillllihs
6,044 posts
msg #120800
- Ignore shillllihs
modified |
6/19/2014 2:26:32 PM
fenerbahce futbol as (FENER:Istanbul)
Last 36.30 TRY
Change Today +1.50 / 4.31%
Did anyone buy at 32?
This may be the beginning of a a 90% move.
If so, will happen within 8 weeks imo.
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shillllihs
6,044 posts
msg #120801
- Ignore shillllihs |
6/19/2014 3:30:28 PM
Let me downgrade that a little. Fener, 60 by sept. 5th. Could see low 70s.
May be 40s within 2 weeks.
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shillllihs
6,044 posts
msg #120804
- Ignore shillllihs |
6/19/2014 9:47:10 PM
Portfolio Value $186,851.00
Buying Power $90,000.89
86.85% 18 week return Wall St. Survivor.
Look up MESAYHA
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shillllihs
6,044 posts
msg #120820
- Ignore shillllihs
modified |
6/20/2014 11:43:24 AM
fenerbahce futbol as (FENER:Istanbul)
Last 37.45 TRY
Change Today +1.15 / 3.17% high of 38.40
Where were you when you missed the great Fener run??
How many secretly bought but were to proud to admit Mesayah was right??
or how many were just too naive??
40 next week...
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shillllihs
6,044 posts
msg #120845
- Ignore shillllihs |
6/23/2014 11:55:47 AM
fenerbahce futbol as (FENER:Istanbul)
Last 38.10 TRY
Change Today +0.65 / 1.74%
Volume 2.8M
2% a day, 10% a week...This is great. Volume spike too... How cushy.
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