Oct 23, 2012
Volatility Views 67: VolContract Futures Overlays: The Holy Grail?
Volatility Review: What's
going on with the VIX rallying on a slow day like today? NASDAQ
rundown. This is the first time we've moved down more than
1% since June 26th.
Volatility Viewpoint: Today's guest is Nick Li, a Quantitative Analyst for VolX. He tells us about the paper "VolContract Futures Overlay on an S&P 500 Portfolio," which compares some different implementations of VolContracts in conjunction with an equity portfolio.
The Crystal Ball: Realized volatility should tick up a bit, but it depends on earnings.