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Strategies & Market Trends : Mish's Global Economic Trend Analysis -- Ignore unavailable to you. Want to Upgrade?


To: mishedlo who wrote (34297)7/27/2005 12:58:12 PM
From: ild  Read Replies (1) | Respond to of 116555
 
<<<When do VIX futures expire anyway >>>

LAST TRADING DAY:
The Tuesday prior to the third Friday of the expiring month

cboe.com

I played with VIX futures. I bought May futures in January - February. Spent most of the time under water and managed to sell for a small profit in April. Not playing any more as VIX is going to ZERO. -g/ng-



To: mishedlo who wrote (34297)7/28/2005 10:28:48 PM
From: FiveFour  Respond to of 116555
 
the consistent profit is on the VIX short side. its not unlike writing naked options. it works consistently, brilliantly, until that six-sigma day it doesn't work anymore. ild and I exchanged some posts on VIX some months ago.

I will be closing an August short next week.



To: mishedlo who wrote (34297)8/3/2005 9:38:46 PM
From: FiveFour  Respond to of 116555
 
"the consistent profit is on the VIX short side."

the VIX futures on the short side are great. easy money, until that six sigma day when it doesn't work.

am now starting to like VXD futures (Dow Volatility) as well:
futuresource.com