Tags » VIX Term Structure

A VIX Pop Then Back to Zzzzzzzz? We'll see

The chart and table below from Russell Rhoads at VIX Views shows an interesting visual of yesterdays increase in the VIX spot index and its futures. 316 more words

Volatility Trading

VIX Futures & Term Structure II

I didn’t realize or forgot that Bloomberg actually performs automatically roll for the SPG function. This makes life much easier as I was afraid I would have to manually organize and calculate data. 87 more words


Vix Futures & Term Structure

An ongoing topic of research for me is analyzing the term structure of VIX futures and creating a trading model to profit from movements, similar to interest rate traders and commodity spread traders. 86 more words