Browsing: VIX

Posts Tagged ‘ VIX ’

The Unrecognized Risks of Short Vol Strategies

Feb 25th, 2018 | Filed under: Newly Added, Financial Economics Theory, Risk Metrics and Measurement, Risk Management & Operations, Finance & Economics

Vineer Bhansali and Lawrence Harris have written a scholarly paper on what they call the “extraordinary growth of short volatility strategies” since late 2010. A lot of people and institutions seem to have come to the conclusion that spiking volatility is just that. A “spike” on a chart is definitionallyRead More

S&P on Reading VIX

Feb 6th, 2018 | Filed under: Newly Added, Financial Economics Theory, Finance & Economics

S&P Dow Jones Indices has put out a paper offering market participants without patience for “academic rigor” an accessible guide to the so-called “Fear Index,” the VIX, calculated from the prices of a specific basket of S&P options. The contributors to the paper are: Tim Edwards, S&P Global senior director,Read More

Study Says The Gold Bugs are Right

Aug 23rd, 2015 | Filed under: Currencies, Hard metals, Risk management, Forex, Gold

Gold seems, to a larger extent than silver, and even more so to an extent larger than is true for palladium or platinum, to work as a true financial asset: decoupled from price developments in the commodity markets. It succeeds as a hedge against currency and stock-market trouble.Read More

Understanding VIX Part 2: Understanding VIX Futures and Exchange Traded Products

Aug 19th, 2012 | Filed under: Alpha Strategies

Keith Black, PhD, CFA, CAIA, discusses trading volatility in Part II of this two-part series.Read More

Understanding VIX Part 1: An Empirical Description of the CBOE Volatility Index

Aug 16th, 2012 | Filed under:

Keith H. Black, PhD, CFA, CAIA, takes the fear out of understanding the "Fear gauge." Part I of a two-part series.Read More

Who said hedge funds don’t like chaos?

Feb 18th, 2010 | Filed under: Performance, Analytics & Metrics

A report from Moody's shows that hedge funds seem to hate volatility. But is this always true?Read More