es and vix

Discussion in 'Index Futures' started by sungtaeyoo, Feb 6, 2013.

  1. Does anybody long both es and vix future at the same time to hedge each other? Any possible risk for this strategy?
  2. Look at the term structure on the vix futures... big cost to hedge...
  3. You're right. I back-tested it and found it's not good strategy.
  4. the fact that your asking such a question means you need to research alot more related to the vol complex around spx
  5. a lot more? No I don't think so. It's not that complicated.
  6. oh yeah....... ok i take that back.. Good Luck buddy..