Mastering Short Volatility Trading: Calculate Future VXX Prices

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The first step to making profit shorting volatility and the VXX volatility ETP is to accurately calculate the forward expected prices.  We can use the long-term decay factor of VXX to predict what price it will likely be trading at in the future.

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Brent Osachoff

#volatilitytradingstrategies  #optiontrading  #shortvolatility  #UVXY

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