1) What is the best instrument (ETF available on quantopian) to short vix, in terms of traded volume, how well it tracks CBOE vix and bid-ask spread? The tsrategy ivolves holding overnight short positions on vix. Should I short an ETF (whose underlying is vix)? Or should I buy an ETF whose underlying is inverse vix? If I hold a short position on an ETF overnight, are there extra costs?
2) How to get CBOE vix (not a future or ETF on vix), on quantopian? If it's not available, what is the best proxy?