28.05.2012 - Trading volatility? Futures could be more profitable than ETFs or ETNs

There are plenty of exchange traded products - ETFs and ETNs - you can use to trade volatility. But if the performance of these products are based on volatility futures contracts, why not trade actual volatility futures contracts directly instead? For example, some traders will short the iPath VIX Short-Term ETN (VXX) against the VIX Mid-Term ETN (VXZ). This takes advantage of the usual state of contango in volatility futures...............................................Full Article: Source

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