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gb50k
23. Jan. 2016 09:35
Pseudo VIX -Intraday -.beta
AMEX:VXX
60
iPath Series B S&P 500 VIX Short-Term Futures ETN
Arca
Beschreibung
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23. Jan. 2016 09:35
For Educational Purpose -
Intraday VIX estimation using yesterdays VIX, previous overnight roll , and intraday values for the VXX etf (scaled up to VIX)
Works in all intraday time frames.
First attempt...feedback welcome.
VIX CBOE Volatility Index
intraday
Kommentare
KeyTrade
⋅
23. Jan. 2016 22:07
What's the output for next week?
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