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JamesBradley posted an update 6 years, 3 months ago
Monday, Aug 6th: Added a few hundred short today on VXX at $30.07 and 30.06 Currently not trading but holding core lot short on TVIX and VXX.
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I’ve reduced some core holding as dispersion is nearing critical level. Still have core holding, but I’m not adding any more back to the core given current levels of all major metric correlations being relatively low presently. Will have a nice research piece out tomorrow discussing aspects of dispersion to share.
As per your kind guidance, I have covered at $29.85, a few hundred shares for a profit on VXX.