QUANTCONNECT COMMUNITY
Is there support to trade the 'Mini VIX Futrures' ?
I am aware that you can trade the VIX Futures using,
self.vix_future = self.AddFuture(Futures.Indices.VIX, Resolution.Minute)
OR
self.vix_future = self.AddFuture("VX", Resolution.Minute)
On mainstream trading portals you cane trade the mini VIX futures with the symbol /VMX
Would like to use this furues product in my Quantconnect Algo.
Appreciate any input on this.
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Derek Melchin
Hi Jai,
We don't currently support Mini VIX Futures. For a comprehensive list of the futures we have available, refer to the documentation here.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jonathan Krief
Hi,
Any update on Mini VIX Futures? Is there a plan to add it? It's really an important contract for anyone wishing to trade volatility futures without a huge account.
I've spent months developing strategies on VIX Futures but I can't trade them on a full sized VIX, I really need the Mini VIX….
Thanks for your help
Derek Melchin
Hi Jonathan,
To track our progress of adding Mini VIX Futures, subscribe to GitHub Issue #6655.
Best,
Derek Melchin
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jonathan Krief
Thanks a lot Derek, done, I'm waiting.
Jai Ganesh
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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