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Hi Edmund, I’m new here so many thanks for the tips. Regarding the contango and backwardation of the VIX, I read another poster somewhere where he doubled down during backwardation or a spike in vix. The idea is that the VIX and the backwardation mean reverts. It’s an aggressive strategy but seems to have worked well for the poster. My concerns following that strategy is that I need my beauty sleep and that I have zero knowledge about the ZIV so I don’t know if any “decay” would materialize during massive spikes (up or down) in the VIX. I fear that it will decay like leveraged ETFs during market chaos (e.g. great financial crisis) such that the ZIV would lose value even after the VIX and its term structure goes back to normal. I know that ZIV buys low and sell high to roll over their short positions in the VIX in normal market condition so the decay mechanism would not be similar to the normal leveraged ETFs. If there’s no decay or some other strange things going on with it over time then I think ZIV should be in everyone’s long term investment portfolio.
Hi All, I’m new to LI and haven’t had the chance to review the QuantTrader software yet. I’m wondering if that software can give a more up to date signals for all the quant strategies provided here? Other than the prices and the corresponding quantities, I was told that the signals provided on the online consolidated tool are updated only once or twice a month but I’d like to find a more real time signal if possible. Thanks.
EDIT: it seems that my question might’ve already been addressed by the posting above this one.
