Saturday, March 25, 2017 7:02:24 AM
Wholeheartedly agree with you that TVIX's bounce after a r/s is more coincidence than anything else but it seems that Credit Suisse chooses the consolidate the share structure right before an event or situation that increases VIX value.... at least for the last 4 r/s.
As for backwardation....
Huge respect for you Doc! Sad that you don't post much here anymore....
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