Actively monitors the shape of the VIX futures term structure seeking to capture large spikes in volatility.
A Hedge When You Need It
Low correlation to equity markets and, unlike most long vol approaches, has a low cost of carry.
An alternative to a flight to safety and an opportunity to proactively capitalize on market turbulence.
The Opportunistic Long Volatility Strategy actively monitors the VIX futures term structure and applies term structure spreads to take a long volatility position in VIX futures.
The Strategy is opportunistic in that it enters a long position during low volatility periods and exits after volatility spikes.