VXX+Trading+Short+Call+_+Patreon.pdf

VXX+Trading+Short+Call+_+Patreon.pdf

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Stock Options Strategy: VXX Short Vertical (mid/high risk)

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Introduction

  • Background and course overview

Understanding VIX Futures pricing structure

  • Instruments to trade Volatility
  • Concepts on VIX pricing Structure

VXX Strategy background

  • The Trading Approach
  • Optimization tests and Trade Rules (Plain Vanilla)

VXX Trading Rules

  • Advanced Trading Rules
  • Hedging Strategy

Entering a Trade / Results

  • Entering a Trade
  • Live trade results
  • Update Live Trade Results (End Dec 17)
  • Update Live Trade Results (May 18)

UPDATE: 2018 Backtests - Strategy consistency analysis in high volatile year

  • Backtest 2018

UPDATE: 2019 Backtest - Strategy consistency proven!

  • 2019 Backtest3

BONUS SECTION: ThinkorSwim Indicators

  • VXX+Trading+Short+Call+_+Patreon.pdf2
  • Contango level
  • IV Rank