|
Trading Strategy – Volatility Carry Trade | Gekko Quant – Quantitative Trading
This strategy is going to look at a vega neutral volatility carry trading strategy. Two different futures contract will be traded, the VXX and VXZ. These contracts are rolling futures on the S&P 500 Vix index, the VXX is a short term future and the VXZ is
gekkoquant.com |
|