AMEX:VXX   BARCLAYS BANK PLC/BARCLAYS US CCP IPATH SER B S&P 500 VIX SHORT TERM FUTUR
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Does this same pattern show up in the $VIX? I find the $VXX to be a very skewed product and have had losing positions in the past a result. It's not as correlated as others ex. $/Yen and $FXY , Euro/$ and $FXE. Just my 2 cents but still an interesting idea.
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KLang StaniecLukasz
I don't know as I don't get intra day on VIX. But I trade VXX, so that's what I follow. It's true the correlation is odd.
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I did a quick correlation test in Excel last summer on the daily close for multiple time frames and the correlation wasn't that great.

I only consider short positions on $VXX as I've bled too much trying to get it to piggy back $VIX to the upside.
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claydoctor StaniecLukasz
7 AM est, pre market future US just tuned down 100 points, something's brewing, storm clouds gathering, ruble effects of rate spike to 17%, oil down again, heading to a 4 or a 3 pefix? think your diamond goes up.
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Klang. Thx for sharing. what s your gut feeling here over 3 days? market dive or stabilise?
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I really don't know. I have some shorts on but won't be here all day tomorrow so will look to cover tomorrow.
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HEHE I am short the VXX as well, Dec 26, 2014 $31 Puts. What does everyone else think?
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YaKa Trance-Man
I personally think short equities, so long VXX.
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Wednesday FDX reports in AM, if they don't beat big time, I say market dips, also FED mtg Tues/wed, friday option expiration, oil not done sliding yet, Russian rates spike, rubble crashing, all says volatility. I had VXX pulling back just a bit (your diamond here), bought early today, and then up again, and today CAT closed below double bottom 90.00 , believe it completes to TL, as K posted earlier, helping VXX up. TZA finished strong. Thanks for that CAT post K, really made me a believer.
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KLang claydoctor
A believer in what?
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