Timeline for Estimating delta of VX futures to S&P 500
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 26, 2021 at 21:57 | comment | added | user42108 | I'm afraid I don't have a good answer but I would add that you need to consider the futures roll as it will affect both the futures return and the beta to the S&P 500. | |
| Jan 26, 2021 at 17:47 | history | edited | Évariste Galois | CC BY-SA 4.0 |
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| Jan 26, 2021 at 17:04 | answer | added | user34971 | timeline score: 1 | |
| Jan 26, 2021 at 15:24 | history | asked | Évariste Galois | CC BY-SA 4.0 |