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@minthemouse
Mind the gap! How long do you have to wait for an SPX gap to fill? The average is 33 bus days, but the distribution is very skewed. 50% of gaps filled in 7 bus days. 75% of gaps filled in 35 days. 9% of gaps currently unfilled. Data from March 29, beginning of official bull market.
Historically gaps filled been to be a tailwind for SPX. 7 […] View
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Seth Golden replied to the topic Hedging TVIX short position in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 5 years, 6 months ago
@minthemouse I don’t recall exact prices but I think the after hours was very severe. There was also a sever indicative value gap in each instrument going into the final 20 minutes which I do recall.
