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- Berlinda Liu on Reaping Roll Yield from a Quasi Volatility Neutral Strategy
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- Buying Futures | NYSE, New York Stock Exchange on Diversification Properties of VIX Futures Indices
- Reaping Roll Yield from a Quasi Market Neutral Strategy | VIX® Views on The Other Side of VIX
- Black Swan tail risk | Wall Street Stocks on New Paper on Key Tools For Hedging and Tail Risk Management
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Why Are There Different Prices for VIX® Spot and VIX Futures?
Investors often inquire as to why the prices and the price movements for the VIX (spot) Index and the VIX tradable instruments (futures, options, and ETPs) often are different. For example, yesterday (Tuesday, January 17th) the VIX spot closed at 22.20 and the VIX March futures closed at 25.55 (delayed price quotes are available at [...]