Have some qns abt vix:
Does vix trend? The cash index of index seems oscillating during the 2006 when S&P is moving up but the futures vix front month seems moving down slowly when S&P is moving up without much volatility. During this period the futures vix has minimum upside when the cash vix is oscillating up.
Does vix trend? The cash index of index seems oscillating during the 2006 when S&P is moving up but the futures vix front month seems moving down slowly when S&P is moving up without much volatility. During this period the futures vix has minimum upside when the cash vix is oscillating up.