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Mike2291
Dec 25, 2021 3:23 PM

VIX Term Structure Backwardation 

CME_MINI:ES1!
E-mini S&P 500 FuturesCME

描述

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Tracks backwardation of the VIX Term Structure using the difference between 2 custom durations VIX / VIX3M /VIX6M/VIX1Y
Volatilitytermstructure
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