@bennpeifert @goodalexander @Ksidiii @VolQuant @M1tchRosenthal what is the best product that claims to track the VIX? I know that some of these products are filled with nonsense and create lots if noise. Plz, advise. #overlevered
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What’s the argument against vxx?
1. It tracks 1 month VIX futures, not VIX 2. It has a pretty brutal rolldown, if you hold it for long enough you are basically guaranteed to lose money
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Fair enough. If I want to be long vol and treat as “cost of doing business”, am I better off buying vix monthly calls vs owning vxx?
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Not particularly. To a first approximation everything that gives you long vol exposure has a horrible drag on P&L (if there was an easy way to be long vol with less drag you would just do that and be short vol some other way, capturing the difference in drifts).
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