What does the following chart represent? What does VIX Future Term Structure mean in laymans terms?
Posted 26 July 2020 - 03:33 PM
What does the following chart represent? What does VIX Future Term Structure mean in laymans terms?
Posted 26 July 2020 - 06:03 PM
Posted 26 July 2020 - 09:10 PM
LMF thanks for your reply.
The selloff earlier this year had 42 TD Consecutive in solid positive territory.
Not sure what this mean, appreciate if you can clarify. Thanks.
Posted 26 July 2020 - 09:25 PM
Posted 26 July 2020 - 10:50 PM
https://seekingalpha...egular_articles
The Quandry FX author has detailed explanations of futures term structures and the interelationships of different VIX products.
Regards,
F&D