tag:blogger.com,1999:blog-897456774486153841.post3211110665393430709..comments2024-03-25T09:22:22.004-07:00Comments on VIX and More: CNBC Million Dollar Portfolio Challenge: #1227Bill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-897456774486153841.post-10049698713853324272007-05-01T22:04:00.000-07:002007-05-01T22:04:00.000-07:00Yaser, that's exactly the focus of one of my curre...Yaser, that's exactly the focus of one of my current research projects. If and when I come up with any ideas worth mentioning, I will at least sketch them out on the blog.<BR/><BR/>Anon, I'm glad you caught a nice ride on the volatility wave; it almost crushed me today. Have fun with the balance of the contest and don't shy away from going for the top ten.Bill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-38861890799696336072007-05-01T19:18:00.000-07:002007-05-01T19:18:00.000-07:00It sounds like we are having a very similar experi...It sounds like we are having a very similar experience. I've been anywhere from No. 174 to No. 1442 since the second day of the contest.<BR/><BR/>As of late last week, I was meandering between 600 and 850 with a portfolio value between 1.7 and 1.85 million. I fell to 1234, down on Hilton to 1.74, but after today I will be at 1.897 so it will be interesting to see how high I rise. When I was at 1.817 last week, I was ranked 612. The majority of my money was in DW today, which really jacked me up--plus 18.18 percent.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-28218305338152859052007-05-01T13:59:00.000-07:002007-05-01T13:59:00.000-07:00Off topic:Have you ever tried to develop a system ...Off topic:<BR/><BR/>Have you ever tried to develop a system that automatically execute trades based on the inverse relationship of Vix vs. SPY futures? As you know, they've got a very good negative correlation, and thus it might be interesting to see if one goes long SPY futures, then short VIX/ZN futures. <BR/><BR/>TxNAhttps://www.blogger.com/profile/09308905056511377295noreply@blogger.com