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Keeping it Simple on the Road | Ep. 3: 2020 From A Position of Strength

Keeping it Simple with Simplify Asset Management

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How to Measure the Relative Price of Vix Futures

The long ball community was kind of viewed as, hay, you casually disappointed us here. And so there just weren't buyers left of that stuff. We think a lot about how to measure the relative price of vix futures as compared to s and p forward volatility on the surface. And that vixs future was trading at like a crazy arbitrage level,. far cheaper than at the money forward ball, which it should never do.

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