Flirting with Models

The Research Library of Newfound Research

Tag: tail risk

Tail Hedging

In this research note we demonstrate that holding to expiration is not a required feature of a successful tail hedging program.

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?
You are about to leave and are being redirected to the website for Newfound Research Funds.