Flirting with Models

The Research Library of Newfound Research

Tag: hedge

Crisis Alpha: A Simple ETF Approach

Volatility-based exchanged-traded products can be combined in a systematic way to capture crisis alpha during market crashes.

Hedge Hunting: Wrangling the VIX

Can ETF instruments like VXX and XIV be combined to get the benefits of spot VIX exposure without all the negative roll yield of futures?
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