"Flows are shifting away from short-volatility products like SVIX into long-volatility ETPs like VXX and UVIX amid seasonal volatility lows and hedging demand."

"The speaker argued that SVIX is an effective long-term holding to benefit from contango in VIX futures, as positive roll yield acts as a continuous tailwind for short volatility funds."

"The discussion highlighted using a 30-day time-weighted average of the front two VIX futures relative to spot VIX as an objective signal for contango versus backwardation."

"The speakers argued for selling short-term at-the-money or slightly out-of-the-money VXX call spreads during temporary volatility spikes as a mean-reversion trade."