As traders will know, the Vix trades in a range: it mean reverts. Therefor you can profit by buying Vix … More
Tag: VIX Options
Rolling VIX Options Monthly
The code below takes the data already cleaned up by the code in the previous post and strings separate months together in a time series suitable for back testing.
Wrangling CBOE Options Data
The data obtained from the CBOE is messy and incomplete. It takes a great deal of time for even the experienced nerd to sift through it.
