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http://finance.yahoo.com/echarts?s=%5EVIX+Interactive#symbol=%5Evix;range=5y;compare=;indicator=volume;charttype=area;crosshair=on;ohlcvalues=0;logscale=off;sou
by S_A_P 14y ago
http://finance.yahoo.com/echarts?s=%5EVIX+Interactive#symbol=%5Evix;range=5y;compare=;indicator=volume;charttype=area;crosshair=on;ohlcvalues=0;logscale=off;source=undefined http://finance.yahoo.com/echarts?s=%5EVIX+Interactive#symbol...;
very interesting, a spike in sept-dec 2009 that roughly follows his PNL...
- jcampbell1 14y agoWithout a ton of volatility, any homebrew HFT is going to lose to commissions and spread. Basically, he was trading in one of the few periods where is was possible to make money.