2 Comments

  1. Bob Jane
    June 27, 2020 @ 2:36 am

    Hi Spintwig,

    Bob Jane from ERN’s blog comments here.

    Will you be doing a VXX long call or some sort of long position test in the future?

    Seeing as ERN’s post about how a small portion dedicated to long VIX seems to be a good hedge. I wonder if your analysis on long calls could enlighten us further on the best methodology?

    Reply

    • spintwig.com
      June 28, 2020 @ 1:26 am

      Welcome; thanks for visiting Bob Jane.

      Possibly! I’ll add this to the list of research topics for upcoming studies.

      Reply

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