You’re unable to view this Tweet because this account owner limits who can view their Tweets. Learn more
Conversation
You’re unable to view this Tweet because this account owner limits who can view their Tweets. Learn more
so BVOL tracks implied future vol from unstruck MOVE contracts, rather than realized vol from struck MOVE contracts
You’re unable to view this Tweet because this account owner limits who can view their Tweets. Learn more
what would have to happen to the bitcoin price for bvol to go up? im actually confused here because it seemed like it followed the bitmex bvol chart in the beginning
2
2
I understand this, however in its current state (with such high weight towards the daily move contracts) it would seem that BVOL will eternally trend downwards. Have you considered changing the weights to have it more closely track the bitmex BVOL index?
2
