Feb 27, 2017
Volatility Viewpoint: featuring Tobias Hekster Co-CIO at True Partner Capital USA.
He discusses:
- His background in the volatility space
- Which products did he trade?
- The Hong Kong volatility scene
- What does True Partner Capital do?
- What does True Partner Capital trade?
Volatility Review: A look back at the week from a...
Feb 20, 2017
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash - Just under 11.76
- VVIX - 80
- CBOE Skew Index - 141, approaching 6-month high of 146 set on Jan 20.
- VIX Futures: Front month premium to cash - 1.25; Two month premium to cash - 2.50.
Russell's Weekly Rundown:
Feb 13, 2017
Volatility Viewpoint: Today we have special guest: Greg King, REX ETFs CEO/Founder, "The Godfather of VXX."
He discusses:
- The process for launching VXX
- How did it come about?
- The process for launching XIV
- Why make the switch into a short volatility product?
- What is REX ETF?
- How do the new products work?
Volatility...
Feb 6, 2017
Volatility Viewpoint Featuring Mike Menslage of VolSurface Capital Management.
He discusses:
- What is VolSurface Capital Management?
- What is their typical strategy and product?
- What is their take on the new volatility and political regime? Are we destined for a prolonged period of low volatility
- VIX long-term mean of...