How VarSwaps Work And Why Knowing Is Important
Stuart Barton I August 10, 2017 Summary VarSwaps make up a significant portion of the equity volatility market. Retail investors trading...
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- 2 min
Effectively Using VIX, Leveraged & Inverse ETFs
ETF University I July 28, 2018 Invest In Vol presents at the ETF University Webinar Series hosted by ETF.com. In 'ETFs 303: Effectively...
- 8 min
Contango And Cash: More About The VIX Term Structure
Stuart Barton I July 11, 2017 Summary VIX futures term structure is seen as a major driver of VIX ETP performance Demand for long dated...
- 3 min
VIX Mean Reversion
Bill Luby I November 2, 2016 When people talk about the VIX you often hear them refer to mean reversion, which refers to the tendency of...
- 7 min
Investing in Volatility and the Advantages of Separately Managed Accounts
Stuart Barton I June 28, 2017 There have been a lot of articles highlighting the spectacular returns of inverse volatility product both...
- 5 min
Diversification and why the Ulcer Index Matters
Stuart Barton I June 21, 2017 Synopsis At Invest In Vol we believe that alternative assets offer investors an important source of...
- 9 min
Introduction to VIX Trading
Original Publication: June 12, 2017 I Last Updated: October 26, 2020 Overview Volatility strategies have recently sparked in popularity....
- 2 min
The CBOE VIX Premium Strategy Index
CBOE I 2007 How many remember when the CBOE introduced the VIX Premium Strategy Index (VPD) and the Capped VIX Premium Strategy Index...
- 5 min
Making Volatility Investable
Stuart Barton I June 1, 2017 Summary Inverse VIX ETPs have performed extremely well so far this year. Buying and holding inverse VIX ETPs...
- 6 min
Explaining the VIX Term Structure
Stuart Barton I Original Publication: May 24, 2017 I Last Updated: January 20, 2021 Summary Some VIX Exchange Traded Products ("ETPs")...
- 7 min
How Does the VIX Index Work?
Vance Harwood I March 10, 2017 The CBOE did not create the VIX as an academic exercise, or as a service to stock market prognosticators...
- 5 min
How Does VXX Work?
Vance Harwood I March 10, 2017 Update: VXX was the first Exchange Traded Notes (ETNs) available for volatility trading in the USA. It has...
- 2 min
Using VIX In A Stock Portfolio
Stuart Barton I October 20, 2016 Summary The VIX Index has demonstrated a strong negative Beta to major US indexes. This strong negative...
- 2 min
Volatility Trading Strategies
Professor Menelaos Karanasos Abstract Volatility is essentially the risk aspect of the market. It is the perception of risk that is...
- 3 min
CBOE VIX Whitepaper
CBOE I 2015 Abstract In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE Volatility Index® (VIX® Index), which was...
- 2 min
Constructing Zero-Beta VIX Portfolios with Dynamic CAPM
Jiaqi Chen and Michael L. Tindall I June 2014 Abstract This whitepaper focuses on actively managed portfolios of VIX derivatives...
- 2 min
Easy Volatility Investing
Tony Cooper I April 2013 Abstract For many decades the only way to invest in volatility has been through trading options, futures, or...
- 2 min
Managed Volatility Strategies: Applications to Investment Policy
Dr. Frederick E. Dopfel and Sunder R. Ramkumar In Dr. Dopfel's extremely important article he points out how investors may choose to...
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