hi, this is the strategy i am using now. i am glad to see someone is using it too. :)
jvzeng
⋅
@tiffany2019, so, how do you cover the BIG JUMP of the spread between vxx and tvix when the spy crash? you see, in Feb, the return of long tvix is more than 2500%
tiffany2019
⋅
@jvzeng, i don't do the exact same as you. but it is similar. sorry, I don't want to disclose my strategy here
jvzeng
⋅
@tiffany2019, I have known what was the right way to get the cherry (not shown in this chart). So, enjoy the FUN