March 2016

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March 2016

admin Offline

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#33

03-19-2016, 01:26 AM

The problem with squeezing more out of these Sept VIX futures is simply time. The VIX itself is under 14, which is below it's normal average already, so we would just have to wait until the Sept futures are nearer to expiry for them to come down, but all the while the VIX itself cannot go up. That was a risk we weren't prepared to make, hence we simply took profits.

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March 2016 - by admin - 03-01-2016, 10:54 PM

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RE: March 2016 - by admin - 03-19-2016, 01:26 AM

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