Bryan, this is a pretty popular trading strategy combination:
Learning tips from CBOE Seminar trading volatility with VIX and SPX Options or Futures
Is your priority preference to futures or options?
NYC Contact lists how futures are more profitable than trading options but there are risks
One of my members suggested this
Should we focus on futures in a calendar spreads with pair trading ?
This is the non technical illegal thing HFT players are pulling off:
Interested in the volatility. I may introduce my volaility cluster through GARCH but for now, you may interested in this volatility topic within R:
Just trying to offer different ‘options’ ( I am so funny ;->)
Bryan
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!