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VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's ... Keith H. "Improving Hedge Fund Risk Exposures by Hedging Equity Market ...
The VIX is an index run by the Chicago Board Options Exchange, now known as Cboe, that measures the stock market’s expectation for volatility over the next 30 days based on option prices for the ...
This fund tracks the S&P 500 VIX Short-Term Futures Index, which follows a portfolio of futures contracts with a weighted average of one month until expiration. YTD return: -19.5 percent.
The CBOE VIX uses the S&P 500 Index (SPX) options to capture the expected volatility for the next 30 days. The VIX is a great tool to determine the overall market sentiment and can be used as a ...
For any fund that evolves randomly with time, volatility is defined as the standard deviation of a sequence of random variables, each of which is the return of the fund over some corresponding sequence of (equally sized) times. Thus, "annualized" volatility σ annually is the standard deviation of an instrument's yearly logarithmic returns. [2]
In finance, volatility arbitrage (or vol arb) is a term for financial arbitrage techniques directly dependent and based on volatility.. A common type of vol arb is type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlying.
“A VIX at 65 may not be equivalent to a VIX at 65 10 years ago, when liquidity wasn’t as fickle as it is today,” Bowler said. Quant funds set to buy back $190 billion after VIX scare.
2835.HK Phillip HK Newly Listed Equities Index ETF is an exchange-traded fund incorporated in Hong Kong. The Fund seeks to track the performance of the Solactive Hong Kong Newly Listed Equities Index. 2836.HK iShares Core S&P BSE SENSEX India ETF – tracks the BSE Sensitivity Index