StockFetcher Forums · View by Author: dtatu (106 messages) ·  [ Display By: Date / Subject ]<< 1 ... 7 8 9 10 11 >> 
Filter Exchange · A NEW ^VIX TRADING SYSTEM
dtatu
msg #131321
modified
9/20/2016 1:30:13 AM

Re:

"You can run strata search for tvix, Xiv, Vxx or whatever you want. I already have one for Svxy. This thread gave me an idea to do short strategies for drag products. Still ..."

In real life , though, I see, quite often, " short sale restrictions" on TVIX or XIV: right now, TVIX, is under a short selling restriction until 20 Sept at 20.00; so, playing the short side on these ETF will not be possible when the market moves big against them


Filter Exchange · I Hate Giving Up All My Secrets But
dtatu
msg #131187
9/15/2016 5:37:17 PM

Thanks for the interesting idea.
Question: backtesting leveraged ETF like TVIX, VXX, which were reverse split many times over the years, influences ,positively, the results of the system ?
May Some of the signals not be true, using these charts? ( example: no farther than October 2015, the close of TVIX turns around 1400, according to a 2 year SF chart , which is, definitely not a real price, but one obtained in order to fit all the reversal splits since then)

Just asking; I afraid that in real time , this system might not be the same??
Anybody has any experience with backtesting these leverage ETF's?

Take a look at this link, too:

https://www.splithistory.com/?symbol=tvix

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
dtatu
msg #114104
6/15/2013 12:06:57 AM

Yes, you should feel bad !!
Solidarity in stupid decisions and stupid losses, this is what conforts you?
You put together a simple and , what seems to be, a profitable system and you are not even able to follow it step by step? Yes, you should feel bad !
A profitable system is a SUM of wins and losses with a positive (profitable) outcome. The losse are part of the system ! You take them ALL or you are OUT of your system and you lost your time since 2010 in this Forum...
Actually , this Forum seems to be lead by an Academic of systems- unable to pull the trigger himself in real time, and a bunch of losers , who are unable to...anything !
I'm out, but I should thank Kevin for his idea, which I took as a basis to some very profitable, sytematic, disciplined trading on etfreplay.But I do trade them ALL and take the losses and wins, as they are BOTH essential !
Maybe one day you'll get it...

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
dtatu
msg #113169
5/7/2013 9:38:13 AM

You're right, Kevin: systems are,indeed, never 100% accurate...Humans are much less,though. And, what usually happens is that when you finally decide to go back to the system you'll maybe hit the worst month of the year?

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
dtatu
msg #113136
5/5/2013 1:39:24 PM

Kevin, I can understand your decision to move into cash or in a low risk income instrument, but,this is not a decision based on a systematic, objective signal, but rather a more or less subjective one, based on some previous May results.
Then, why use a system if you do not follow it anyways?
At least, if you think there is a "seasonal" behaviour to your system, why not test it and, if positive results come out of it, trade it only seasonally?

Dan

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