Larry McMillan (VIX futures) premiums are large in the front end

来源: 于 2010-07-30 09:33:31 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

August Option Advisor: VIX at Critical Juncture‎
Schaeffers Research - Bernie Schaeffer - 2 days ago

In a recent note, Larry McMillan points out: "These (VIX futures) premiums are large in the front end, and historically huge in later months. ...


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