Contrarian VIX strategy
Log in to collectAcademic paper
Do Not Fear the Fear Index: Evidence from the US, UK and European Markets
Pankaj Chandorkar; Janusz Brzeszczyński
Northumbria University- University of Northumbria at Newcastle
- Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.