Inverted VIX Contract Strategy
Anytime, when the front month contracts are expensive than the back month's. Any rally to the upside is to be taken with a grain of salt.
Because, Market is pricing in more risk on short term contract than the long terms. And risk in the general market knows only one direction, which is ________. assuming you know the answer. I will leave that blank.
Any rally during that time is a good place to sell Credit spreads on the market. You can backtest this.
I will release a code soon (working on it)
The rally high marks a good resistance point as well. So watch out before you get excited, trying to catch the bottom.
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Good Luck Folks.
Because, Market is pricing in more risk on short term contract than the long terms. And risk in the general market knows only one direction, which is ________. assuming you know the answer. I will leave that blank.
Any rally during that time is a good place to sell Credit spreads on the market. You can backtest this.
I will release a code soon (working on it)
The rally high marks a good resistance point as well. So watch out before you get excited, trying to catch the bottom.
-
Good Luck Folks.
Uday C Santhakumar
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