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UDAY_C_Santhakumar
9 Sep 2015 pukul 20.35

Inverted VIX Contract Strategy 

Huraian

Anytime, when the front month contracts are expensive than the back month's. Any rally to the upside is to be taken with a grain of salt.

Because, Market is pricing in more risk on short term contract than the long terms. And risk in the general market knows only one direction, which is ________. assuming you know the answer. I will leave that blank.

Any rally during that time is a good place to sell Credit spreads on the market. You can backtest this.
I will release a code soon (working on it)

The rally high marks a good resistance point as well. So watch out before you get excited, trying to catch the bottom.

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Good Luck Folks.
Komen
Killy_Mel
that is actually a good point) great analysis!)
UDAY_C_Santhakumar
I have been using these for years to play the market / sectors. Decided to share it now. Anyway. Hope it was helpful
Lebih