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visits member for 2 years, 3 months
seen 15 hours ago

Apr
4
awarded  Yearling
Apr
3
answered Why systematic divergence between ^VIX and VXX?
Sep
13
awarded  Critic
Aug
19
answered Seagull option strategy - clear example
Oct
19
awarded  Supporter
Oct
17
answered Construction of “vol of vol”
Oct
11
comment Trading a synthetic replication of the VIX index
@Paul - Nothing trades like the big VIX, but the new Brazil, EEM, oil, and gold products have been trading pretty regularly, sometimes several hundreds a day, which is promising.
Oct
9
answered Trading a synthetic replication of the VIX index
Sep
21
awarded  Teacher
Sep
20
answered How does UBS hedge its exposure to XVIX ETN?