News
Breaking down volatility futures
The VIX and its futures provide one way to look at what is known as the "volatility term structure," but there are other ways to look at the data as well.
Much of my analysis is underpinned by volatility data, and one way to judge the market's strength--or lack thereof--is to look at the term structure. One way to do this is to compare the spot VIX with its futures.
...
To continue reading, log in or register now:
|
| ||
|
Your password must contain 7 to 15 characters (uppercase / lowercase letters plus at least one number)
|
||
