vix_term_structure
戦略カテゴリ · us_stock
Academic foundation
Carr-Wu (2006) J. of Derivatives — VIX term structure regime, backwardation marks crisis bottom approach
Supported markets
universal
戦略カテゴリ · us_stock
Carr-Wu (2006) J. of Derivatives — VIX term structure regime, backwardation marks crisis bottom approach