volatiity

MarcusWilliamson MarcusWilliamson VIX, W, 6 months ago
VIX: Volatility risk premium less stable source of Alpha through XIV
50 0 0
VIX, W
Volatility risk premium less stable source of Alpha through XIV
As volatility is becoming more violent and frequent and generally on the rise, the source of alpha through XIV ETN products which shorts second month VIX futures to buy front month futures back is becoming less stable. Whist the VRP (Volatility risk premium) remains technically, the period of rough water will err ...
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