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Larry Kann's avatar

If you have any suggestions, or any thing you would like to see looked at in this series, post a comment.

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DanW's avatar

Regarding the use of VIX as a filter - SPX can be a better filter, and even using SPX as a filter to trade the VIX https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4808230

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