离得远一点看的话,标普指数经常新高,也没见VIX指数掉到零呀,可是呢,VIX Futures其实是一直创新低的,原因很简单,VIX Futures的term structure大部分时候是Contango的,那么,如果一个月下来也没出啥幺蛾子,VIX指数没怎么动,那这个月的time premium不就没了呀,以此类推。 既然VIX指数跟VIX Futures是path dependent的,...
The VIX has paved the way for using volatility as a tradable asset, albeit through derivative products. CBOE launched the first VIX-based exchange-tradedfutures contractin March 2004, followed by the launch of VIX options in February 2006.1 ...
The article reports on the plan by the Chicago Board Options Exchange (CBOE) Future Exchange to launch a futures contract on the CBOE Nasdaq 100 Volatility Index in early May 2012 to expand its suite of volatility products. According to CBOE Holdings' Edward Tilly, the contract will allow ...
FLEX Options Risk — The Fund may invest inFLEXOptions issued and guaranteed for settlement by The Options Clearing Corporation (“OCC”).FLEXOptions are customized option contracts that trade on an exchange but provide investors with the ability to customize key contract terms like strike price...
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