Friends – Activity – Seth Golden

Dave Bechtold replied to the topic Allocation to Short Vol – What is Reasonable %? in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years, 6 months ago

I don’t personally have percentages I allocate to anything. I am a position trader so I vary my positions as time goes by. There is no way I am going to just get or stay long the stock market at these levels. I prefer to stay in cash until I see short to medium term trading opportunities. I think the concept that markets always rally is a boomer…[Read more]

DG started the topic Allocation to Short Vol – What is Reasonable %? in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years, 6 months ago

Hi All – have been doing some backtesting over the last couple of days and was curious others’ thoughts regarding the right asset allocation to short vol products and am curious to others’ thoughts…I’ve been normally 10-20%, giving room for the inevitable spikes etc….obviously is personal comfort level etc, and is related to market thoughts…[Read more]

DG replied to the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years, 7 months ago

Hi Seth – any updated thoughts on vol for the coming week or balance of the month? Thanks in advance!

DG replied to the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years, 7 months ago

yeah fair point Seth….I have 3-4% total position at moment (normally 20% max but haven’t had that in long time), and hedged by shorting TNA and UPRO on other side of it. Timing the other side obviously will be tricky.

DG replied to the topic TVIX May 2020 Uptrend or Downtrend in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 4 years, 7 months ago

Hey Seth – is it feasible that in consolidation or chop for SPX, that vol slowly declines…I went back and went through all VX futures data and we are now in the 95% percentile across the entire VX curve, where as at the start of this spike (Feb/early March) – it was confined largely to the first couple of months….just curious how you are…[Read more]