tag:blogger.com,1999:blog-18657157.post9030680698988680635..comments2024-02-10T02:17:57.075-08:00Comments on b z b t r a d e r: The Dismal VXXbzbtraderhttp://www.blogger.com/profile/11607843481812042367noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-18657157.post-79803863726900147892010-03-17T12:38:09.868-07:002010-03-17T12:38:09.868-07:00You're probably already aware of how VXX is st...You're probably already aware of how VXX is structured, but the behavior of VXX vs. VIX is most likely a function of VXX having to roll forward their VIX futures contracts while the futures are in contango. UNG has been getting decimated for the same reason, though in slower fashion.<br /><br />I guess the question here is how does this constant decline and contract rollover affect the various Project Z studies?iceminionhttps://www.blogger.com/profile/01563638988777689362noreply@blogger.com