Considering regulatory data, the study found slight price differences based on time horizon and liquidity of markets
CFTC Study Confirms Impact of Volatility Trading On VIX Futures Prices
Mark Melin
Considering regulatory data, the study found slight price differences based on time horizon and liquidity of markets
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.