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Thomas Chang

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Thomas left a comment on A simple VIX Strategy

"With UVXY? You will short it or long it?"

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2 years ago


Thomas left a comment on A simple VIX Strategy

"@Petter,>>you could lose 100% of your investment overnight in some extreme circumstance...Yes...."

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2 years ago


Thomas left a comment on A simple VIX Strategy

"But I notice no matter you use the .Close or .Open, the returned VIX is always the Close. This is so..."

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2 years ago


Thomas left a comment on A simple VIX Strategy

"@Alex,Ok, I think I figured out the delay. One has to use the following code to get the VIX except u..."

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2 years ago


Thomas left a comment on A simple VIX Strategy

"@Alex,I am not sure if there is a "prediction bias" in your algo, excatly to say in your V..."

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2 years ago