Largecaptrader.com

US Stock & Volatility Trading
 
 

Fun with Leverage

• March 11, 2015 • Leave a Comment

Posted in Performance, Python, Strategy
Tags: #Algo, #BackTest, #Sharpe, #SharpeRatio, #TradingStrategy, #UVXY, Python, Trading, VIX, Volatility, VXX, XIV


Short SPX Calls

• January 2, 2014 • Leave a Comment

Posted in Research, Strategy, Volatility
Tags: BXM, ESULEP, SPX, SVXY, VIX, Volatility, XIV


An Interesting Thing Happened to VX Yesterday

• October 16, 2013 • Leave a Comment

Posted in Volatility
Tags: Expiration, VIX, VIX futures, Volatility


Thoughts on VXX

• May 16, 2010 • 2 Comments

Posted in Strategy, Volatility
Tags: Trend Following, VIX, VXX


VIX Futures & Term Structure II

• August 26, 2009 • Leave a Comment

Posted in Research
Tags: VIX, VIX futures, VIX term structure


Vix Futures & Term Structure

• August 23, 2009 • 1 Comment

Posted in Research
Tags: Curve Trading, VIX, VIX futures, VIX term structure


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