VIX Backwardation PT3: The M1-M2 (VX1,VX2) Spread Risk
In our first two posts here and here about backwardation we described the fundamental meaning of an IVX backwardation. Namely… Continue Reading
Month: April 2020
DIX PT1: Measuring SPX Forward Risk by DIX Size
Everyone is talking about big DIX (Dark Index TM). DIX recently printed ~51%, the second biggest DIX observation in the… Continue Reading