I have spent two years assembling data and completing quantitative analysis and modeling in order to build strategies for trading short-dated (1st and 2nd month) volatility futures. These strategies have substantially out-performed the standard market benchmarks and my goal with this blog is to share my experience.
Yesterday I received a signal to exit a trade in XIV (VelocityShares Daily Inverse VIX Short Term ETN) that I opened on Nov 12, 2012. Entry price was $16.65 and the exit price yesterday was $19.61, for a
17.8% gain. At this time there is no trade in place until we see the next market signal.
DISCLAIMER: I am not a licensed investment adviser. Trading of securities, options and futures may not be suitable for all individuals and involves the risk of losing part or all of your money. It is important to do your own analysis and accept full responsibility for any investment decisions you make. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright © 2012-2013 Jay Wolberg. All rights reserved.
"VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owners or operators.