197: “How to use volatility to outperform the market” – Kyle Schultz
Better System Trader
The Back End of the Vix Curve Isn't Moving That Much.
Vix is one of the only mean reverting asset classes out there which creates this unique structure of the term structure. Most commodity term structures don't move from back gradation to contango in a mean reverting fash right? Ah, if we know the vix spikes and we're in backwardation, we know eventually it's going to come back to qintango. So that's very unique aspect of vix futures. But to your point, the back end of the vixed curve is not moving that much. The front end of the curve might be moving too much, and there might be too much noise. I try to focus on second, third, fourth, mon
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