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  • ABOUT
  • BLOG
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  • BOOTCAMP
    • FULL PROGRAM
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VIX

The Volatility Risk Premium in a tumultuous market

March 14, 2025 by Kris Longmore

I don’t need to tell you that the stock market’s been on a wild ride these last few weeks. But going back even further, since about mid-2024, the VIX has been regularly popping up into the 20s, in contrast to the sleepy teens we saw in the first half of that year. So what’s happening …

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Categories Think like a trader Tags VIX

The VIX Futures Basis

May 28, 2020April 30, 2020 by Robot James

In the eye of the recent storm, with VIX up over 50, many traders were looking to “short the VIX” using products like TVIX. “Surely it’s going to coming back down?” Well yeah, it will, eventually, but that doesn’t mean that you can profitably short VIX products. First, some basics… What is VIX? VIX is …

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Categories R, Trading strategies Tags arbitrage, dplyr, rvest, tidyverse, VIX, volatility, VX

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