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.

http://www.theoptionsinsider.com/volatility-views-290-vix-whales-bitcoin-options/

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