Suppose vix spot is the underlying. The vix futures move as the vix spot moves.They could be considered as a non-linear derivative of vix index....
Hi, does anyone know where can I do some backtesting on option strategies? For example I want to test this: When Vix futures is in...
Does any one use MB trading? Their rate seems to be cheap for small traders(0.95 each contract). And there is no minimum funding requirement.
It is widely known that shorting vix futures is a profitable strategy, but it suffers from sudden drops as vix spike. Suppose you short vix...
Many people had found that shorting vix futures is a strategy with a positive edge. You can simpy look at the performance of CBOE's VPD index,...
Hi everyone, I want to know where can I find real time option price data to put into excel. If it charges a monthly fee, which one is the cheapest...
Hi everyone, I wonder if I can find a software/website which could do some basic options analysis. I'm trading spreads, therefore I want to be...
I've read some threads about gamma scalping, and I find those who familiar with this strategy believe that, when you long straddle and scalp the...
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