@article{anoteonvixforpostprocessingquantitative,
  title = {A note on VIX for postprocessing quantitative strategies},
  author = {Jun Lu and Minhui Wu},
  year = {2022},
  eprint = {2207.04887},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2207.04887v1},
}