I was attempting to allocate to the Maximum Yield Strategy, but when I try to short VXZ, TD Ameritrade is rejecting my order. It says shares are not available. Anyone able to short these with other brokers?
You can try to short VIXM which is the same as VXZ. Another possibility is to short the 5 month away VIX Future (about May) right away. The problem is however that they are worth Vix x 1000 so that the minimum investment would be about 25’000$ for the May future. Regards Frank