Matt Joins Volatility Views and Backtests the VIX Whale

Posted by ORATS Team on 1/29/18 10:41 AM

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I join Mark Longo of Options Insider, Mark Sebastian of Option Pit and Russell Rhoads of the Cboe to discuss the VIX and Bitcoin.

We look at a huge trade in the VIX and backtest the strategy. The backtest of the generalized parameters of the trade does not perform well.


Written by ORATS Team

ORATS is a premier options analytics vendor committed to uncovering untapped alpha-generating solutions. ORATS utilizes an advanced, proprietary volatility analysis to produce implied, forecast, and historical volatilities that have been proven to be more accurate market summarizations than those obtained from most commonly available sources.

Topics: Markets, Volatility

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