Market Volatility and Strategies

February 10, 2018 9:02 pm / Published in * Randbots.com, TVIX, VIX, VXX, XIV
VIX is consolidating above 25. This is normally a signal for at least 3 sigma event. The SP500 is trading similar to periods with higher volatility. I am removing the strategy VIX Options from RandBots.    

$SPX closed above Friday’s high +1.7%

June 29, 2016 4:40 pm / Published in Hedge, SPX, SPY, TVIX, VIX, VXX
Adding long-term hedging strategies at this level above 2067 on the SP500. Shorting SPY, SPX Vertical Spreads Looking at Bonds ETFs Looking for a Volatility setup on VIX, TVIX, VXX

$SPX is moving higher quickly

June 29, 2016 11:24 am / Published in Brexit, Hedge, SPX, TVIX, VXX
After Brexit there has been a strong up move in bonds and a sharp down move in stocks. Some pension funds tend to rebalance by selling bonds and buying stocks. Our algorithms were detecting footprints of such moves at various points during the rally yesterday. The shorts: Many shorts in the market are of the