NexusFi: Find Your Edge


Home Menu

 



Showing results 1 to 11 of 11
Search: Posts Made By: Cogito ergo sum
Forum: Emini and Emicro Index October 2nd, 2020, 05:09 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
https://nexusfi.com/attachment.php?attachmentid=30...

https://nexusfi.com/attachment.php?attachmentid=305425
https://nexusfi.com/attachment.php?attachmentid=305427

Although elevated, the vol curve for 60 dte constant maturity ES options looks fairly...
Forum: Emini and Emicro Index October 1st, 2020, 12:45 PM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
It appears that market participants are reluctant...

It appears that market participants are reluctant to sell vol for the period when election results are pending. Hence the elevated risk premium. If the event is priced wrongly, the entire curve is...
Forum: Emini and Emicro Index October 1st, 2020, 12:16 PM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
It is a welcome addition to the vol complex....

It is a welcome addition to the vol complex. Curious to see the rate of adoption by market participants. With that said, exchanges are slacking on VOLQ index options...
Forum: Emini and Emicro Index September 17th, 2020, 05:59 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
The ratio of 60-day constant maturity ATM implied...

The ratio of 60-day constant maturity ATM implied vol for 10 Yr vs. S&P 500 appears to be a bit cheap on a historic basis.

https://nexusfi.com/attachment.php?attachmentid=305091
Forum: Emini and Emicro Index September 9th, 2020, 11:57 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
To be honest, the chart in question is actually...

To be honest, the chart in question is actually labelled as M2-M1. The spread is adjusted on a rolling basis.

The current shape of the VX forward curve offers some interesting opportunities for...
Forum: Emini and Emicro Index September 9th, 2020, 06:44 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
There are numerous ways to trade this event...

There are numerous ways to trade this event through the vol complex. One of which is relative value.

If I were to express such a view looking at the spread between M1 and M2, I would probably...
Forum: Emini and Emicro Index September 9th, 2020, 03:29 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
Election risk has been priced in cross-asset. ...

Election risk has been priced in cross-asset.

https://nexusfi.com/attachment.php?attachmentid=304830
Forum: Emini and Emicro Index September 6th, 2020, 11:14 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
Appears to be working for them for now......

Appears to be working for them for now... SoftBank up $4bn on founder’s aggressive US stock options bet. Source: FT (https://www.ft.com/content/53aa19bb-fc9a-46fd-aafd-4bc3669ab161)
Forum: Emini and Emicro Index September 5th, 2020, 04:49 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
Market participants are still not done buying...

Market participants are still not done buying upside calls as per the image below.

https://nexusfi.com/attachment.php?attachmentid=304739

Softbank appears to be a significant source of the call...
Forum: Emini and Emicro Index September 3rd, 2020, 08:18 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
Spot VIX never been this high, at an all time...

Spot VIX never been this high, at an all time high for the market.

https://nexusfi.com/attachment.php?attachmentid=304668
https://nexusfi.com/attachment.php?attachmentid=304669
Forum: Emini and Emicro Index September 1st, 2020, 08:10 AM
Replies: 137
Views: 26,736
Posted By Cogito ergo sum
SPX call prices vs put prices mint new highs. ...

SPX call prices vs put prices mint new highs.

https://nexusfi.com/attachment.php?attachmentid=304615
Source: Spotgamma
Showing results 1 to 11 of 11

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top