|
PureBytes Links
Trading Reference Links
|
> From: THE DOCTOR
> JUST ON HUGE CAUTIONARY NOTE, YOU have to calculate off of the implied
forward futures price ... which the VIX does do a great job of.
> > > Gitanshu Buch and I have been
Yes Doc, we took VIX as starter kit.
Testing it on other stuff as well, will post something when we have
something of value other than q'ns.
Gitanshu
By the way - the process of vega hedging that you describe, captures the
essence of what has been puzzling me for months. Thank you for triggering
the light bulb :)
GB
|