Should you just buy VIX futures whenever it gets low?

Discussion in 'Index Futures' started by CyJackX, Nov 3, 2016.

  1. The skew on the front contract is horrible. If vol jumps it jumps big time and always by more at the front. Since I'm biased to being short, I generally want to avoid that. Also generally things with non stationary vol are bad for position management that uses historic vol as an input.

    Also you can't measure the contango without getting the spot price from somewhere else

    GAT
     
    #11     Nov 4, 2016
    CyJackX and panthers01 like this.
  2. makes sense, thank you for the clarification
     
    #12     Nov 4, 2016