backwardation

  1. M

    Backwardation dates

    Here are the dates from vixcentral where we enter backwardation (e.g. below the red line). Maybe useful to assist with backtesting. Backwardation (F1-F2): 2012, Dec 28th 2013, Feb 25th 2013, Apr 15th 2013, Jun 20th 2013, Oct 8th 2013, Oct 15th 2013, Dec 13th to 17th 2014, Jan 24th 2014, Jan...
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