/biz/ - Business & Finance

>>52884667
yeah isn't it great? And the funny part is there are no real time charts anywhere for VIX futures so I have to kind of estimate the price of whatever month I'm on by using bits and pieces from other stuff. I found historical VIX charts on trading view that show the rolling values of a specific month so you can kind of walk forward the behavior of any particular contract as it moves towards expiration. Like I look for the 8th month rolling chart and walk it forward 30 days and then look at the 7th month chart then compare the prices, if I don't like it I walk forward a month and look at the 6th month rolling chart and see. Having "backtested" a few strategies this way I've finally settled on something that I'm pretty sure will work. Love capitalism
Pic related is the front month for VIX futures with the ticker TWLV1, for the different months replace the 1 so TWLV2 is the forward month, etc. It's handy for backtesting if you're interested