K ktrader Jun 17, 2005 #11 True you said you cannot simulate it exaclty. I don't know how closely you have followed the VBI contract since its inception but ironcially I think using options probably mirrors the movement in the vix more closely than trading the VBI's.
True you said you cannot simulate it exaclty. I don't know how closely you have followed the VBI contract since its inception but ironcially I think using options probably mirrors the movement in the vix more closely than trading the VBI's.
