Excellent note from Dynamika Capital on recent VIX term structure.
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs, a conceptual guide to trading the VIX index. He graduated with degrees i...
-
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based... -
This week 's market movements were largely driven by renewed recession fears in the wake of a sharp rise in office v...
Good read. I was just looking for some information on this steep curve and this post hits the spot. The only question I have remain is what causes the steepness. The note doesn't seem to offer an explanation in this regard.
ReplyDelete-bowen