Discover four strategic ways to trade the VIX using ETFs and ETNs. Learn to manage volatility for better investment decisions ...
For the record, the VIX Index measures the implied volatility of options on ticker S&P 500. In theory, when investors are fearful they will bid up option in order to protect themselves. This inflates ...
Michael Bolin, a trader at the Bullish Bears community for investing and trading, focused on the cash-settled Chicago Board Options Exchange Volatility Index (VIX), a popular measure of stock market ...
SVOL typically shorts between 20% and 30% of its portfolio across the VIX futures term structure, greatly limiting downside risk compared to other products with more exposure. SVOL allocates 2% to 4% ...
It's time to roll our systematic CBOE Volatility Index (VIX) [3] strategy forward another month. I wrote up a three-point review of the strategy back in October ("Rolling the Volatility of Volatility" ...
With some exceptions, the VIX has been subdued recently. An expected December Fed rate hike, as well as the election, earnings and global tensions will lead to increasing market uncertainty. A long ...
CBOE Volatility Index (VIX) expiration morning is an interesting time for options trading -- that is, if you find an inordinate quantity of out-of-the-money (OOTM) put orders "interesting." Here's the ...
I have a vested interest in this strategy. Variant of the strategy has been deployed since start of Dec-2020 The fund is managed systematically through an algorithmic trading infrastructure developed ...