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20. Benn Eifert

Mutiny Investing Podcast

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VIX Basis Trading - What Is It?

VIX futures give you a forward curve of, in some sense, market implied levels for the VIX in the future. And those things are all very closely related to the S&P volatility surface and to S&P options. So we can range trade that basis very much the way that a fixed income arbitrage manager might range trade with cash synthetic basis relationships.

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