2 minVIX Futures Settlement ChangesFebruary 9, 2021. Dr. Stuart Barton of Invest In Vol discusses recent changes to the VIX futures settlement process.
5 minEquity Exposure with Controlled Drawdown for 2021December 3, 2020. Dr. Stuart Barton of Invest In Vol revisits volatility as a stock replacement strategy.
8 minHow VIX ETPs Impact the Broader Equity MarketNovember 24, 2020. Dr. Stuart Barton of Invest In Vol analyzes whether VIX ETPs have a broader impact on the US equity market.
5 minTrading Volatility in a Changing Political RegimeStuart Barton, PhD, CFA I August 27, 2019 Dr. Barton discusses trading volatility in difficult political regimes.
7 minHow Trading Volatility is ChangingStuart Barton, PhD, CFA I March 6, 2019 Volatility Exchange Traded Products (ETPs) have undergone a lot of changes in the last year or...
7 minVolatility Risk Premium or VIX Futures Premium? Knowing the Difference Stuart Barton, PhD, CFA I January 29, 2019 Following a recent RIA Channel Webinar we presented with VelocityShares, we received a series...
6 minThe Cost of Contango: Not the Daily RollVance Harwood I December 14, 2018 It’s well known that long volatility Exchange Traded Products (ETPs) like VXX, UVXY, and TVIX often...
7 minVolatility as a Stock Replacement Strategy: Part IIStuart Barton, PhD, CFA I September 21, 2018 In October last year, I published an article asking whether daily inverse VIX products might...
7 minHow Did ZIV Work?Vance Harwood I July 16, 2018 Just about anyone who’s looked at a multi-year chart for a long volatility fund like Barclays’ VXX has...
10 minHow Did EVIX and EXIV Work?Vance Harwood I May 22, 2018 In May 2017 VelocityShares introduced two new volatility funds, EXIV and EVIX, which track European...
8 minHow Does SVXY Work?Vance Harwood I February 9, 2018 Update As of February 28, 2018 SVXY will target -0.5x leverage instead of -1x. This change was in...
7 minA Better Way to Model the VIXVance Harwood I November 29, 2017 Models are useful. They help us understand the world around us and aid us in predicting what will...
10 minThe VIX and a Brief History of Volatility TradingStuart Barton I November 6, 2017 With so much interest in VIX linked Exchange Traded Products (ETPs) like VXX, XIV, and SVXY, etc., I...
5 minVolatility as a Stock Replacement StrategyStuart Barton I October 12, 2017 Stock Replacement Strategies (SRS) attempt to replicate equity performance without directly investing in...
6 minUsing VIX ETPs ProperlyJustin Young I September 25, 2017 A highlight of last week’s CBOE Risk Management conference in London was a presentation by Nick Cherney...
6 minHow VarSwaps Work And Why Knowing Is ImportantStuart Barton I August 10, 2017 Summary VarSwaps make up a significant portion of the equity volatility market. Retail investors trading...
8 minContango And Cash: More About The VIX Term StructureStuart Barton I July 11, 2017 Summary VIX futures term structure is seen as a major driver of VIX ETP performance Demand for long dated...
7 minInvesting in Volatility and the Advantages of Separately Managed AccountsStuart Barton I June 28, 2017 There have been a lot of articles highlighting the spectacular returns of inverse volatility product both...
5 minDiversification and why the Ulcer Index MattersStuart Barton I June 21, 2017 Synopsis At Invest In Vol we believe that alternative assets offer investors an important source of...