Brian Stutland, Portfolio Manager at Equity Armor Investments, talks about how VIX remains underpriced around 15-16 despite ...
In this article, we delve into the concept of volatility and explore intriguing opportunities to use it to our advantage. Generally, volatility refers to the magnitude of price fluctuations relative ...
Shorting a proxy of the VIX Index using SVXY can yield over 20% annualized returns since 2019 by utilizing mean reversion. Strategy 1 involves incremental capital allocation at VIX levels of 20, 30, ...
The Cboe Volatility Index (VIX), commonly known as the fear index, measures the market's expectation of short-term volatility among stocks. Based on S&P 500 index options with near-term expiration ...
Investors are increasingly turning to bank quantitative investment strategies for protection that will react faster during sudden market upsets. Volatility has eased after a mid-October bout of ...
J.P. Morgan has launched an exchange-traded note (ETN) designed to help investors efficiently implement a “short volatility” strategy. By utilizing this ETN, investors may more efficiently take ...