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do you trade curve dislocations or expiry specific trends? like what I see trading dislocations can be tricky is you are not aware of what all events are priced in their respective expiries

Also, some thing else that I notice typically 90-95% of the time is these markets remain in contango. Part of the reason is most of the times high vol environments are short lived, where more likely to see backwardation. Secondly, vols dont tend to move below certain levels, market prices some...

Part of the edge that comes from trading these futures unlike any other time series is they tend to be clustered, they exhibit positive serial correlation, hence these autoregressive models do have some alpha for even implied vol forecasting. That being said, my approach is lot less quantitative.

I have been trading VIX futures for some time now. I was hoping we could start a thread whereby we can highlight ways to profit especially during big numbers and roll trading near expiration Some of the peculiarities that I have noticed regarding this futures: VX futures does have a delta with...