VIX Futures Trading

rallymode said:
No. The spreads often move independently of the vix, particularly in the events of one sided order flow. You need some kind of a relative value model that will show potential dislocations in the curve itself. Your goal is to catch the mean reversion to some predetermined fair value and not blow yourself up waiting for it.
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Thought about what you said...and I think I've identified two occurrences where this happens. Seems to makes sense and coincide with what I think are fund flows.

Want me to PM or to post in this thread?

Tried to PM you, but I think you blocked the functionality.
 
Fund flows are unlikely to be exploitable in a meaningful way over time but if you found some identifiable markers(very unlikely) that tend to distort pricing just keep quiet and try to trade it.
 
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