TVIX and UVXY disconnect prior to leverage change


This could just be down to how the buying of futures was handled at that critical period around vix             futures close at 4.15pm, but they never got back in sync, and now never will with the TVIX             2x and UVXY             1.5x leverage

I scaled UVXY             up 5.5x just so it aligned with the TVIX             price.

By admin