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Roman Paolucci Mod Trader FOUNDER
Mod Trader FOUNDER
Conventional wisdom that vol is mean reverting still holds for seemingly low periods of volatility, the mean level is always changing along with the market’s interpretation of what low and high is, nevertheless short the VIX
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Dec 31, 2025 · 02:30 PM · 52 views
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Macro Trader
@macro · Dec 31, 2025 · 03:08 PM
Trader
What’s your preferred medium to trade vol? Would you consider SVXY or UVXY?
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@mmpatel · Dec 31, 2025 · 04:13 PM
I'm not sure if you have read the paper "The Volatility Edge, A Dual Approach For VIX ETNs Trading", but it discusses a model for trading VIX. Most of the time, it recommends being short, but at times like these, it usually goes long.
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@eddie · Dec 31, 2025 · 02:44 PM
futures price decline overnight with no macro catalyst, does this have anything to do with $VIX today's expiration, and if so is it common that we see some market volatility around vix exp
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