SSFs on VXX and UVXY?

Discussion in 'ETFs' started by Kirribilli, Mar 27, 2017.

  1. truetype

    truetype

    Yeah, but trading 4- 5 cars, rotating one a week, would be CEFGW.
     
    #11     Mar 27, 2017
  2. Sig

    Sig

    True, and I used to work for the government!
     
    #12     Mar 27, 2017
  3. i960

    i960

    Don't even do this. Just trade the curve directly. VXX etc are simply retail products to give punters access to vol via equity ETFs.

    The majority of them aren't even using VX spreads but a proportion of front to back month contracts.
     
    #13     Mar 28, 2017
  4. JKG77

    JKG77

    Even there exists liquid SSF on VXX / UVXY, the HTB nature of those products would mean that the SSF prices are much lower than spot..
     
    #14     Apr 9, 2017