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Ep. 383: Lawrence McMillan Interview with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The VIX: A Strategy for Options Trading

The VIX was created in 1993 by professor Waley on the Pukewell business colet Duke. It involves two strips of S&P options and can't be duplicated for arbitrage purposes. In 2004, they listed futures on the VIX but it turns out that all of these derivative products that you mentioned don't really try VIX.

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