VXST Futures—Not a Bad Proxy for the VIX index

Update:  On June 18, 2015 the CBOE announced that they would be discontinuing VXST futures and options.  These products have not achieved significant volumes so this wasn’t a surprising outcome. As an alternative solution to the desire for options better tracking the VIX the CBOE has added weekly expirations of futures and options to the already hugely popular 30 day VIX futures.  This approach has …

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