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Week ending 7th Oct: Calendar in the Nifty

Started by Michael Gonsalves, Oct 01, 2021, 10:14 PM

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Michael Gonsalves

After i implemented the calendar, there was a steep drop of 6% in the ViX which resulted in a MTM loss. This happened though the Index was stagnant.

I am wondering how to safely counter the drop in the ViX. One way is sell additional units in the weekly. Luckily, i have the capital for that.