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macrocephalopod
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@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. Lily.wav‏ @nope_its_lily 27 Jan 2021

      VIX is severely in backwardation here per the term structure. Will go short vol overnight and sell at open, let's see what happens.

      12 replies 2 retweets 59 likes
      Show this thread
    2. Ben Guidarelli‏ @barnji 27 Jan 2021
      Replying to @nope_its_lily

      FWIW I think @SinclairEuan wrote about strategies for this and the turns out you should be long VIX when the curve is in backwardation and short when its in contango. I don't trade it so I could be misremembering

      5 replies 1 retweet 10 likes
    3. This Tweet is unavailable.
    4. Freak0naut‏ @FREAK0NAUT 27 Jan 2021
      Replying to @nope_its_lily @barnji @SinclairEuan

      I am that's why @sajidnizami was saying long vol, but that's not account for the fact that you already detected the move went long vol and have not flipped the position short. ideally you'd do something like ratio (or calendar) so you can come out the other side if wrong

      1 reply 0 retweets 2 likes
    5. macrocephalopod‏ @macrocephalopod 27 Jan 2021
      Replying to @FREAK0NAUT @nope_its_lily and

      Going long/short VIX futs based on contango/backwdtn is the kind of dumb shit that quant funds do when they think they’re smarter than they are and it eventually blows up on them. At minimum you need to account for expected spot drift (I think @bennpeifert wrote about it once..)

      2 replies 0 retweets 7 likes
    6. Freak0naut‏ @FREAK0NAUT 27 Jan 2021
      Replying to @macrocephalopod @nope_its_lily and

      Freak0naut Retweeted Freak0naut

      she's NOT trading the futures and I already pointed out that trading vix futures spreads is a good way to blow uphttps://twitter.com/FREAK0NAUT/status/1354539155397763072 …

      Freak0naut added,

      Freak0naut @FREAK0NAUT
      Replying to @AlexLachance11 @nope_its_lily @vixologist
      yikes.... those spreads don't have to move together that's why i was asking. maybe a calendar in VXX or something
      1 reply 0 retweets 1 like
      macrocephalopod‏ @macrocephalopod 27 Jan 2021
      Replying to @FREAK0NAUT @nope_its_lily and

      my man, I was responding to a few tweets up, the suggestion that you should go long VIX in backwardation & short in contango

      4:27 PM - 27 Jan 2021
      1 reply 0 retweets 0 likes
        1. New conversation
        1. Freak0naut‏ @FREAK0NAUT 27 Jan 2021
          Replying to @macrocephalopod @nope_its_lily and

          yes I understand. the instrument being used could be VXX UVXY, SPY options, SPX options etc, but not /VX... contracts (though I suppose you could put on an offsetting SPX options positions and take delivery on the basket. but that's Eifert level shit)

          1 reply 0 retweets 0 likes
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