@bikechain
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Seth Golden posted an update 5 years, 7 months ago
roll yield on m2 is now over 2.60 on Friday and with now only 3 trading days left until m1 expiration next week. -
Seth Golden and
tanktoptrader are now friends 5 years, 7 months ago
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Seth Golden started the topic Apple Downgraded to Sell by HSBC in the forum Apple Inc. (AAPL) 5 years, 7 months ago
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Seth Golden started the topic Goldman Sachs on Economy in the forum S&P 500 Analysts Notes 5 years, 7 months ago
GOLDMAN: “We find that the easing in since the start of the year has reduced downside risks considerably, with the likelihood of a recession in the next four quarters decreasing from roughly 20% at the end of Q4 to slightly over 10% now.”
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Seth Golden posted an update 5 years, 7 months ago
Look at our closing Vix Futures Term Structure. Lost some more roll yield today with 5 trading days until expiration. -
Seth Golden posted an update 5 years, 7 months ago
Completed our scalp trade on UVXY today per our trade alert. Subscribe today and receive all of our daily/weekly trade alerts and gain access to our daily Trading Room hosted by Seth Golden and Wayne Nelson -
Seth Golden replied to the topic Hedging TVIX short position in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 5 years, 7 months ago
COT is mainly non-commerical speculatitve positioning amongst hedge fund managers. It is expressing increasing short exposure for sure, but with respect to open interest, it is still not anywhere near 2017-early 2018 levels. OI is actually back at 2015 with regards to VIX futures. I’ve posted some charts in the activity feed last week that…[Read more]
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Seth Golden replied to the topic Hedging TVIX short position in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 5 years, 7 months ago
Hey DG, Yes, I’ve always performed scalps and partly used those opportunities as a means to build a core position. I am performing more scalps than in the past, but due to valuations I am holding a smaller core position so it is somewhat an offset presently. At some point, which is within the plan, a scalp will not perform and the opportunity to…[Read more]
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Seth Golden posted an update 5 years, 7 months ago
Latest update from CFTC on both commercial and non-commerical position with totals -
Seth Golden posted an update 5 years, 7 months ago
Here is a view of open interest, which is running at 2015 levels. -
Seth Golden posted an update 5 years, 7 months ago
Lot of false narratives with respect to the short positioning in VOL -complex. Here’s a look at the commercial positions i.e. long and short Vega-
Hi Seth, That is an interesting chart. Is it created purely from Volatility ETPs or are you also looking at VIX futures and/or SPX options in general?
One thing that has always confused me for every future or options position there is a buyer and a seller so if the net vega position is zero how can you tell what the commercial position is?
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This chart is strictly sponsor holdings/commerical. Can accrue the input from ETP holdings as well as tracking CFTC data over time.
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Seth Golden posted an update 5 years, 7 months ago
Target raises minimum wage to $13 an hour https://www.cnbc.com/2019/04/04/target-raises-its-minimum-wage-to-13-an-hour-aims-for-15-by-2020.html
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Seth Golden posted an update 5 years, 7 months ago
A major breakout in shares of Facebook (FB) ? https://www.cnbc.com/2019/04/03/facebook-might-see-a-major-breakout-after-cracking-this-level.html?__source=twitter%7Cmain -
Seth Golden posted an update 5 years, 7 months ago
Heavy contango on m1 with m2 over 2.5%. Would like to see m2 tip over 3% contango this week. Presently, m1 has a ways to go to converge onto spot VIX by expiration. We’ll see how it plays out! -
Seth Golden posted an update 5 years, 7 months ago
Our YTD trade alert results, updated to included the previous week’s alerts issued. -
Seth Golden replied to the topic Hedging TVIX short position in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 5 years, 7 months ago
Yes naturally it’s taken into consideration with respect to our exposure and trading activities, but in order to try to maximize potential its necessary to rationalize fact from fiction in order to vet out probabilities! In other words the analysis that we perform in the report lends itself to how we would/should best position/participate in the e…[Read more]
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Seth Golden and
TroyW are now friends 5 years, 7 months ago
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Seth Golden posted an update 5 years, 7 months ago
Roll yield expanded to 1.40 and will pass midway point in $VX_F cycle next week. $SPX weekly expected move already breached earlier this week as well. EOQ impact negligible, but economic data due out…and Brexit vote this morning. -
Seth Golden posted an update 5 years, 7 months ago
Again, the above is mostly about the accelerants of recent rates moves/ front-end action and shouldn’t be confused with the underlying “cause” of the DM bond rally which is, simply put, global growth jitters.
Whatever the case, any abatement of the insanity will likely help stabilize equities. And speaking of equities, McElligott notes that “the…[Read more]
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Seth Golden posted an update 5 years, 7 months ago
Latest VIX-ETP analysis and notes from JPM - Load More
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