VIX Contango Oscillator + Bitfinex vs Bitmex price (J)

1. VIX Contango Oscillator - Profitable Observations

• Summary

Introducing the VIX Contango Oscillator - putting 30, 60 and 90 day volatility expectations in one number.
Understanding the role of VIX contango is critical if you want to trade/hedge with VXX and XIV.
The monthly BLS Nonfarms Payroll report has some demonstrable effects on spot VIX levels and VIX contango.


*References :

seekingalpha.com/article/1439801-vix-contango-oscillator-profitable-observations

2. Bitfinex vs Bitmex price
simply 'Bitfinex BTCUSD price' minus 'Bitmex XBTUSD price'.