extracting forward variance curve from VIX futures

Can I just do some spline interpolation on the VIX futures term structure, or piecewise constant interpolation ? then E[V_t]=VIX_Future(t)/100 ?
Forwards and futures are equal if the interest rate is constant over the duration of the contract.

 

WTF? Way over EVERYONE'S head!!!

 

my goodness!!!
we are traders (who uses + and - only) , not maths professors.

 

just where I like to be
I should email the authors of the papers. I corresponded with some hedge fund guru in france a couple of years ago about critical reflexivity in the markets and learned some valuable insights

 

Obviously not valuable enough since you're still wasting your time here.

 

mostly out of boredom, good point tho

 

A good way to pass your time meaningfully.

 

oh dude, time isnt linear, dont worry about it. found the answer, anyhow

 

I did those complex mathematical things during my University days.

When I worked in an MNC and finally as a day trader,
I found out that those mathematical things were useless.
We just need to know + and -.

Anyway, pse continue with your maths hobby mister.

 

Yeah, you are right, carry on