Financial Standard Comments - Investors warned on VIX futures Investors should stay away from VIX futures as a passive standalone strategy, one manager has warned, saying that a flexible approach to buying volatility is necessary to avoid suffering high carry and rolling costs. https://www.financialstandard.com.au/feed/latest?story=22851422 Mon, 24 Sep 2012 13:21:18 +1000 Mon, 24 Sep 2012 13:21:18 +1000 en-AU Copyright 2026 Financial Standard 5 Comment by Tom Hogshead PhD (Volatility Research) About "Investors should stay away from VIX futures as a passive standalone strategy," if anyone is interested knowing how and when VIX volatility will change, Volatility Research has come up with a pretty good way to predict VIX "fear guage" volatility using NYSE VXX:

http://www.sites.google.com/site/VolatilityResearch/

The klinker in this rally-woodpile is VIX volatility, and this rally may be a house-of-cards.

We're in the lull before the Perfect Storm.

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]]> Tom Hogshead PhD (Volatility Research) Mon, 24 Sep 2012 13:21:18 +1000