shillllihs
6,044 posts
msg #121979
- Ignore shillllihs |
11/10/2014 4:30:13 PM
It popped up on my Penny filter at .83 & hit 1.00
What's that 21% in a day?
As stated i had no position.
I have today sold all positions & decided to go 100% Fenner Bache @ a
cost basis of 34.95. That's 55g worth of it. Also holding cash.
This i believe is going first to 80 then 200.
I made a killing with Ulker Biskuvi & feel i will make it again.
|
shillllihs
6,044 posts
msg #121980
- Ignore shillllihs
modified |
11/10/2014 4:35:02 PM
Well that should be my last post for awhile unless something else comes up.
Yasou Malakethes.
ALL
RSI CCI
XIV SPY TVIX EWI TVIZ
.99
|
guspenskiy13
976 posts
msg #121984
- Ignore guspenskiy13
modified |
11/11/2014 9:55:13 AM
I don't think anyone was bullish on DNDN.
meanwhile,
gas bounces off support nicely and 38.2; miners off 61.8... oil services off 50
|
shillllihs
6,044 posts
msg #122029
- Ignore shillllihs |
11/19/2014 2:43:58 PM
Veni, vidi, vici
|
shillllihs
6,044 posts
msg #122131
- Ignore shillllihs |
12/3/2014 8:58:49 AM
Short a Billion DGAZ @ 4.31
|
shillllihs
6,044 posts
msg #122132
- Ignore shillllihs |
12/3/2014 9:10:25 AM
U smell that, that's NATURAL GAS & it's about to make the run of the century.
|
shillllihs
6,044 posts
msg #122134
- Ignore shillllihs |
12/3/2014 10:53:25 AM
(GASL)
6.38 0.53(9.06%)
Up 90 million
|
guspenskiy13
976 posts
msg #122135
- Ignore guspenskiy13
modified |
12/3/2014 11:45:18 AM
UNG contango over 1% since the run-up
if the ability is presented, going short/short of both leveraged pairs seems like the best idea with such volatility
timeframe: 3 months
Total return: 16.6% vs 3.8% SPY
Volatility: 15.6% vs 12.4% SPY
Max DD: -3.61% vs 7.27% SPY
SPY correlation: -0.06
And that's without re-balancing. I am really looking in a similar way to XIV/VXX pair, as most of the time you can capture the VXX premium with extremely low volatility, since XIV doesn't equal to VXX.
XIV YTD: ~ +17.5%
VXX YTD: ~ -37.5%
Can you capture those 20% by going short/short with some re-balancing and capture this kind of premium on the constant basis? Is it more effective to use 50/50 XIV/VXX or 66.6/33.4 XIV/TVIX?
|
guspenskiy13
976 posts
msg #122136
- Ignore guspenskiy13
modified |
12/3/2014 12:30:22 PM
It also seems that ZIV (mid-term futures of VIX) is superior to XIV.
There could be some arbitrage strategy deployed, where you buy one sell another and in reverse dependent on the market situation. Or use combination of two to lower maxDD, volatility and improve SR
|
shillllihs
6,044 posts
msg #122137
- Ignore shillllihs |
12/3/2014 5:06:58 PM
Idk Gus, this is your expertise.
Why does GASL move so much more than UGAZ?
Will Ugaz drop more or will Gasl start to run. Which way do we go.
|