ABOUT US
Mario Randholm Blog. Mario is the founder of Randholm & Co. S.A.C., an investment management company dedicated to producing superior returns for its clients and employees by adhering to mathematical and statistical methods.
VXX: Market Strategy
Confidential not for public release
VXX information collected by algo from exchanges and traders around the world.
News detail from conference calls, reports, data analysis firms and external providers.
Action Alert:
Closing 50% of pre FED Entire Hedge Position.
There are negative fundamental developments for VXX and VIX Futures. Analysis of future contract prices, trades, volatility and player intervention suggest that there are good changes of the market moving up.
When similar changes in VIX futures term structure has taken place, the stock market goes up.
Chart 1:
Momentum chart of VXX – over extended
Chart 2: Hidden pivots extension at 17.00 – Where future contract data is matched.
Chart 3: Trading zones disparity
Chart 4: Kagi; daily 2.9 point movements form 14 to 17