A Guide to Volatility Trading Strategies: Long SPX vs short VIX
How to trade volatility (VIX vs SPX)
In this post, you will read:
How to evaluate volatility vs. equity position trading
How to calculate and plot the correlation of different data sets
Use OLS and LOWESS functions for regression.
Recently, I have discussed a specific investment strategy related to volatility trading. Specifically, I have focused on shorting volatility (short vol) and compared…