This is the link for an abstract. The research is very similar to what I have been conducting with my Fair Volatility Estimate model in that VIX Exchange Trade Products trading has shown tremendous profit potential. His research is conducted in a much more organized manner than mine.
Upon closer reading, some strategies presented in the paper would not make viable "trading systems". One of the strategies has not shown a trade since late 2011. Such few trades does not a trading
system make... Good read, though...
(this post was adjusted on August 22nd to correct for some errors)
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