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Showing 1 - 4 of 4 results for "VIX options"

Sydney boutique shutters fund

KANIKA SOOD  |  THURSDAY, 28 MAY 2020
... 30s [in April]. The fund went long the market via S&P calls and VIX puts in late March. Due to the rich premium in VIX options, the VIX index did not fall fast enough for the position to turn positive at the April expiry," it said. "By mid-month, the ...

Triple3 volatility fund added to Macquarie Wrap platform

MARK SMITH  |  WEDNESDAY, 29 OCT 2014
... long-term absolute returns with its volatility-focused strategy to capture alpha from highly liquid exchange traded VIX options. "Volatility is a unique asset class that offers a largely untapped source of alpha for investors' portfolios. With low correlation ...

Volatility fund gets first ratings, platform listings

LAURA MILLAN  |  FRIDAY, 12 SEP 2014
... long-term absolute returns with its volatility-focused strategy to capture alpha from highly liquid exchange-traded VIX options, which are negatively correlated to equities. Lonsec highlighted the fact that "the fund is relatively simple in design and ...

Long-volatility a loss-maker: van Eyk

BEN COLLINS  |  MONDAY, 6 AUG 2012
... management of volatility can overcome this problem by exploiting mispricing and relative value opportunities in the VIX options market. "Volatility strategies that systematically exploit the alpha inherent in VIX options markets, or those that access ...
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