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VIX Contango Oscillator + Bitfinex vs Bitmex price (J)

1. VIX Contango Oscillator - Profitable Observations
  • Summary
Introducing the VIX Contango Oscillator - putting 30, 60 and 90 day volatility expectations in one number.
Understanding the role of VIX contango is critical if you want to trade/hedge with VXX and XIV.
The monthly BLS Nonfarms Payroll report has some demonstrable effects on spot VIX levels and VIX contango.


References :

seekingalpha.com/art...fitable-observations

2. Bitfinex vs Bitmex price
simply 'Bitfinex BTCUSD price' minus 'Bitmex XBTUSD price'.
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