Storing arb for VIX and SPX futures
From the NYC Contact but he asks about this:
Is the Virtual storage cost for VIX and SPX Futures contracts is the total opportunity cost which includes the risk free interest rate + dividend of the underlying?
http://www.wilmott.com/pdfs/020923_storing_arb.pdfFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!