Fighting back
Feb. 6th, 2018 04:41 pm![[personal profile]](https://www.dreamwidth.org/img/silk/identity/user.png){kind=small}
ny_quant
I am of the opinion that the correction will be over relatively soon and the volatility will subside. The model doesn’t suggest buying XIV (now replaced by SVXY) so I didn’t add to what I bought yesterday.
Instead I bought VXX put options this morning, strike 35, expiration April 20. I paid 3.20, now they’re worth 4.60. To be clear, I’m not recommending anything (lest someone gets angry with me later), just sharing my views and experiences. I am also planning to buy more puts struck at 30 tomorrow or a little later to bet on my view that VXX will be back below 30 by April 20.
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no subject
Date: 2018-02-09 08:55 pm (UTC)А что модель сегодня говорит?
no subject
Date: 2018-02-09 10:40 pm (UTC)Cash. Я бы запостил update если бы были изменения.