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VIX (spot) has very nice features, including mean reversion. We all know that we can't trade VIX (spot). The closest we can get is using front-month future contracts. The problem I have with that is that, in practice, VIX futures are not great at tracking VIX. Is there a way to replicate tradable VIX?

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By trading the future contracts, you loose the long term mean reversion property. Each time you roll from one future to another, you break the mean reversion. –  RockScience May 25 '11 at 1:45
How is this different than Trading a synthetic replication of the VIX index? –  Joshua Ulrich May 25 '11 at 22:50
Agree with Josh. This is an exact duplicate. Voting to close. –  Louis Marascio Sep 9 '11 at 13:45

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