Previously we showed that the spot volatility index, VIX, has a strong mean reverting tendency. In this follow-up installment we’re going to further investigate the mean reverting properties of the VIX. Our primary goal is to use this study in order to aid options traders in positioning or hedging their portfolios.
http://blog.harbourfronts.com/2018/04/29/vix-mean-reversion-volatility-spike/
