Understanding the VIX/Futures Spread
Surly Trader submits:
A few days ago I suggested that the gap between the front month VIX futures and the VIX spot had gotten a little high. The gap has closed a bit, but I wanted to explain in more detail the suggested trade because I received quite a few questions regarding it.
Futures Spread Collapsing
Investing, Long Term Investment, stock market | admin July 23, 2010
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