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A Note of Trading the Term Structure of VIX Futures
Language: en
Pages: 11
Authors: Anusar Farooqui
Categories:
Type: BOOK - Published: 2020 - Publisher:

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The term structure of VIX futures contains a very strong signal of dealer risk appetite. Unlike balance sheet quantities, this feature is available at very high
Trading Volatility Using Correlation, Term Structure and Skew
Language: en
Pages: 72
Authors: Seth Goldman
Categories: Business & Economics
Type: BOOK - Published: 2019-03-04 - Publisher: Stanfordpub.com

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Trading Volatility Using Correlation, Term Structure and Skew: Learn to successfully trade VIX, UVXY, TVIX, VXXB & SVXY If you wanted to learn more about Tradin
Stochastic Behavior, Term Structure and Margin Adequacy in VIX Futures Market
Language: en
Pages:
Authors: Chen Yang
Categories:
Type: BOOK - Published: 2021 - Publisher:

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Trading Volatility
Language: en
Pages: 316
Authors: Colin Bennett
Categories:
Type: BOOK - Published: 2014-08-17 - Publisher:

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This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitat
Trading VIX Derivatives
Language: en
Pages: 293
Authors: Russell Rhoads
Categories: Business & Economics
Type: BOOK - Published: 2011-08-09 - Publisher: John Wiley & Sons

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A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility