There are 9 pages of the search term "Vega" and 348 of the term "RSI"

Discussion in 'Trading' started by jonny1lot, Sep 30, 2016.

  1. newwurldmn

    newwurldmn

    Yeah. I think you were referring to term structure trades, I was referring to selling futures against short vol.
     
    #21     Oct 4, 2016
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  2. sle

    sle

    In case of a pure vol position like VIX futures it works well until the skew resets :)
     
    #22     Oct 4, 2016
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  3. jonny1lot

    jonny1lot

    Makes sense - thanks for your help.
     
    #23     Oct 4, 2016
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