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This is also (slightly) incorrect. When trading the VIX, you are trading the implied volatility not the actual (realized) volatility. VIX represents the impli
by throwawayFinX 3y ago
This is also (slightly) incorrect.
When trading the VIX, you are trading the implied volatility not the actual (realized) volatility.
VIX represents the implied vol of options on S&P500 expiring 30 days into the future.
Trading the realized volatility is not easy :)