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VIX

RW Pro Update 31 March 2023

March 31, 2023 by Kris Longmore
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Categories Data, Options, RW Insider, Trading strategies Tags data-engineering, options, 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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