EliteVol (@EliteVolatility) header
EliteVol (@EliteVolatility) profile picture

EliteVol

@EliteVolatility

Volatility trader specialized in developing/maintaining adaptive algorithmic trading strategies

 Brussels, Belgium
Joined May 2018
  • Tweets1.4K
  • Following105
  • Followers1.8K
151Media
Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)Photo by EliteVol (@EliteVolatility)
The Cboe has published a VIX1D white paper cdn.cboe.com/api/global/us_iโ€ฆ . Some significant tweaks have been made to the methodology to compensate for the short time span of the calculation.
Image from Vance Harwood (@6_Figure_Invest)
1
4
2
30
8,757
$NDX Still a typical bear market rally in my book
1
1
1
634
This morning Barclays resumed the share creation process on $VXX, the 6 month fiasco is over. VXX's behavior will return to its previous self, but it remains to be seen how much of the former 60 million/day volume returns. Probably not all of it...
Image from Vance Harwood (@6_Figure_Invest)
5
20
6
56
Premium to NAV on $VXX coming in this morning on the reissuance news businesswire.com/news/home/2โ€ฆ
Barclays Resumes Further Issuances and Sales of Certain iPathยฎ ETNs

Barclays Resumes Further Issuances and Sales of Certain iPathยฎ ETNs

Barclays Bank PLC (โ€œBarclays Bankโ€) announced today that it plans to resume further issuances and sales by Barclays Bank and its affiliates of each series of...

businesswire.com
4
5
1
38
happy friday everyone. instead of making snarky comments on "why is vix weaker than i expect" tweets, i'll just re-explain this. vix index is (the square root of) a particular 1-month implied variance calculation based on option prices. such calculations are always annualized.
Benn Eifert ๐Ÿฅท๐Ÿดโ€โ˜ ๏ธ (@bennpeifert) profile pictureBenn Eifert ๐Ÿฅท๐Ÿดโ€โ˜ ๏ธ
@bennpeifert26 Dec 2019
Replying to @ReformedTrader
The Friday down / Monday up thing is just daycount convention (VIX is a variance swap calculation using a 30 calendar day normalization, but the market prices weekends as less volatile than trading days)
18
37
7
252
EliteVol retweeted
. (@StockCats_2009) profile picture
.
@StockCats_200911 May 2022
remember - if you say "inflation has likely peaked" after every CPI release, eventually you'll be right
4
33
3
277
The worst selloff in the Nasdaq in more than 2 decades The Nasdaq is on track for its 23rd loss of at least 2% this year, that's the most since ***2001*** -Dow Jones Market Data
Image from Gunjan Banerji (@GunjanJS)
7
15
3
45
Unless we get a bounce this afternoon, $NASDAQ will have its worst start to a year (through April) of all time. Below are all years where $COMPQ closed down > 8% through April along with forward returns. @NorgateData $QUANT $STUDY
Image from Quantifiable Edges (@QuantifiablEdgs)
2
17
4
52
Longer-duration U.S. Treasuries under pressure in relative terms, with CBOE 20+ Yr U.S. Treasury ETF Volatility Index (VXTLT), normally lower than VIX, currently around record 5 points higher than equity โ€œfear gaugeโ€ โฆ@SPDJIndicesโฉ
Image from Liz Ann Sonders (@LizAnnSonders)
7
1
49
S&P 500โ€™s real earnings yield has plunged to a new all-time low of -4.2%
Image from Liz Ann Sonders (@LizAnnSonders)
18
159
28
629
According to the Barclays web page for $VXX, approx 1.4 million shares (notes) were redeemed yesterday. Worth about $28 million at NAV. ipathetn.barclays/details.apโ€ฆ
5
3
1
17
Looks like $UVIX and $SVIX on track for this week: volatilityshares.com/
2
3
21
A feast of copytrading chit-chat this week as I corner all 4 of my PIs. @KaranMGurnani, @popularinvestor, @TheVixPro and @wesnolte cram their peachy buttocks together on the sofa to face the music. Listen here: linktr.ee/CopytradersClub
Image from Copytraders Club - eToro copytrading podcast (@CopytradersC)
3
31
The S&P 500 is down 12.4% in the first 49 trading days of 2022, the 4th worst start to a year in history. $SPX
Image from Charlie Bilello (@charliebilello)
58
348
49
1,401
The different levels of losses right now: If you own an S&P 500 index fund (minor correction) If you own the Nasdaq 100 (correction) If you own small caps (bear market) If you own Facebook (1987) If you own crypto (crash) If you own hyper-growth stocks (Great Depression)
103
601
87
4,443
Corona is coming home.
๐‚๐š๐ฌ๐ฎ๐š๐ฅ ๐”๐ฅ๐ญ๐ซ๐š ๐Ž๐Ÿ๐Ÿ๐ข๐œ๐ข๐š๐ฅ (@thecasualultra) profile picture๐‚๐š๐ฌ๐ฎ๐š๐ฅ ๐”๐ฅ๐ญ๐ซ๐š ๐Ž๐Ÿ๐Ÿ๐ข๐œ๐ข๐š๐ฅ
@thecasualultra11 Jul 2021
4 hours until kickoff, what an atmosphere! ๐Ÿด๓ ง๓ ข๓ ฅ๓ ฎ๓ ง๓ ฟ๐Ÿ‘ #Euro2020
204
302
46
2,182
EliteVol retweeted
Cboe (@Cboe) profile picture
Cboe
@Cboe8 Apr 2021
Cboe plans to extend global trading hours for VIX and SPX options to nearly 24 hours-a-day. Learn more at bddy.me/2PEGFIK. #DefiningMarkets
Image from Cboe (@Cboe)
37
142
111
477
Bill Gross calls game over on $GME โ€œThe victims in the GameStop experiment have & will continue to be the Robinhood investors storming the gates of capital markets...without size, endgame plan, and the mathematical option pricing expertise to succeed.โ€ prnewswire.com/news-releasesโ€ฆ โ€“ at Brooklyn, NY
Image from Steve Russolillo (@srussolillo)
4
4
3
5
Nations Indexes is proud to be providing our VolDex methodology for the launch of VOLQ futures. CME Group to Launch Futures on Nasdaq-100 Volatility Index (VOLQ) prn.to/2FmQIfZ
3
6
2
14
EliteVol retweeted
Cboe (@Cboe) profile picture
Cboe
@Cboe7 Jul 2020
Mini VIX futures are structured like the standard VIX futures contract, just at 1/10th the size. Subscribe to updates on the upcoming launch at bddy.me/2CcbddB. $VIX
Image from Cboe (@Cboe)
1
4
3
Load more