Short VIX Strategy

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Short VIX Strategy

Messagepar Maw » 25 Mai 2018, 22:54

A garder dans un coin, on sait jamais... 8-) .

A former manager at Target became a millionaire using one of Wall Street's favorite trades

You don't have to be a professional investor to make a killing in the volatility market.

Just ask Seth M. Golden, who previously worked as a logistics manager at a Target store.

The 40-year-old, who lives in a suburb of Ocala, Florida, says he's grown his net worth from $500,000 to $12 million in five years by shorting the CBOE Volatility Index— or VIX — according to a report from Dealbook's Landon Thomas Jr.

It's a trade that's worked extremely well this year: The VIX has fallen 19% as investors have looked unperturbed by middling economic data and escalating geopolitical tension. The so-called stock market fear gauge even went as far as to hit a record low on July 21.

Golden's investment vehicles of choice are the Barclays iPath S&P 500 Short Term Futures ETN (VXX) and the ProShares Ultra VIX Short Term Futures (UVXY), Thomas found. Both are popular exchange-traded products used to bet on the VIX, and he shorts them. The VXX is the biggest vehicle of its type, attracting more than $14 billion of inflows since 2012, according to data compiled by FactSet and reported by Dealbook.

He employs a strategy that's the inverse of the "buy the dip" trade, which involves adding to long positions on weakness. In Golden's case, he waits for the VXX and UVXY to surge, then shorts them further.

http://www.businessinsider.fr/us/former-target-manager-becomes-millionaire-using-short-volatility-trade-2017-8
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Maw
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Re: Short VIX Strategy

Messagepar Bakary » 26 Mai 2018, 01:28

Hey malin. Comme quoi.......
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Re: Short VIX Strategy

Messagepar Maw » 03 Fév 2019, 23:11

Un petit update sur la manipulation du VIX via les options sur SP500

Et c'est parti pour un procès
Cboe Global Markets Inc., which owns the VIX, fined high-frequency trading firm Akuna Securities LLC $1.28 million for improper trades in options that are used to set the price of the index. The firm neither admitted to nor denied the allegations in a disciplinary action announced Friday.

https://www.bloomberg.com/news/articles/2019-02-01/high-frequency-options-firm-fined-by-cboe-in-vix-trading-case
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