Monthly Archives: April 2012

Some of my living costs in Brazil

People have asked me about the living costs in Olivença in Brazil, in a typical beach town, so I wrote this in reply to this comment: Hi Mike, I really hope it works out for you. Here are the costs … Continue reading

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VXX represents a VIX future expiring in exactly one month

VXX represents VIX future expiring just one month from today. That is because the VXX is the weighted average of its 1st and 2nd month VIX futures. For example at the renewal of the VIX futures you have 100% of … Continue reading

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Posted in General | Tagged | 4 Comments