Reeeeeeee!!
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impossible to tell
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This is a mere divergence from an an otherwise perfect relationship and therefore the pairs trade of the century
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Looks like your correlation matrix has gone all Ergodic. You’ll have to swap it out for a new one.
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I'll swap my P&L for a new one while I'm at it
End of conversation
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Is CBOE inc also a VIX proxy?
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Does
$VIRT always make money when volatility spikes?Thanks. Twitter will use this to make your timeline better. UndoUndo
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These are the exact days you buy
$virt. Days where they are printing 5-10m nti/day and down anyway.. A steal.Thanks. Twitter will use this to make your timeline better. UndoUndo
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Implied VIX is not realized VIX. Huge gap between them at present. That's why. DW I'm in your boat too.
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August volumes?
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