In the Media
Friday, December 21st 2018
Matt Joins Volatility Views and Backtests the VIX Whale
Matt Joins Volatility Views and Backtests the VIX Whale
Summary
Matt joins Options Insider, Option Pit, and Cboe to discuss the VIX and Bitcoin, including a backtest of a large VIX trade with poor results.
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.
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