AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Vix Term Structure as a Regime Filter?
The vix term structure, 80 % the time is in cantango. And then if you move to the backgradation slide, when vix spikes, the the term structure moves to backad or upward sloping. So there's there so many differet ways to look at different maturities and use that as a signal. But usually when the term structure's moving into backwardation, maybe that's a cell signal, right?