3 ms·
I do something similar trading volatility, using mean reversion/contango to make directional options plays. After a spike like Grexit volatility tends to return
by throwawaymsft 11y ago
I do something similar trading volatility, using mean reversion/contango to make directional options plays. After a spike like Grexit volatility tends to return to its historical mean.
- noname123 11y agoOK. Cool, I assume you trade either VIX put spreads or calendar spreads, or short VXX or long XIV on a VIX spike? If so, I do this as well. :)