Trading the VIX Futures Roll using Exchange Traded Funds

David L. Buehler; Patrick J. Cusatis

doi:10.3905/jot.2018.1.061

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Trading the VIX Futures Roll using Exchange Traded Funds

David L. Buehler and Patrick J. Cusatis

The Journal of Trading Spring 2018, jot.2018.1.061; DOI: https://doi.org/10.3905/jot.2018.1.061

David L. Buehler

is an assistant professor of economics in the School of Business Administration of Penn State University Harrisburg in Middletown, PA

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Patrick J. Cusatis

is an associate professor of finance in the School of Business Administration of Penn State University Harrisburg in Middletown, PA

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The Journal of Trading

Vol. 13, Issue 4

Fall 2018

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Trading the VIX Futures Roll using Exchange Traded Funds

David L. Buehler, Patrick J. Cusatis

The Journal of Trading Mar 2018, jot.2018.1.061; DOI: 10.3905/jot.2018.1.061

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Trading the VIX Futures Roll using Exchange Traded Funds

David L. Buehler, Patrick J. Cusatis

The Journal of Trading Mar 2018, jot.2018.1.061; DOI: 10.3905/jot.2018.1.061

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