Flirting with Models

The Research Library of Newfound Research

Tag: vix

Three ETF-Based Ways to Leverage Your 60/40 Without Margin

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On February 5, 2018

We explore three ETF-Based ways to leverage your 60/40 without margin. We explore high beta ETFs, levered ETFs, and derivative-based ETNs as potential tools and look at the benefits and risks of each approach.

Crisis Alpha: A Simple ETF Approach

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On February 21, 2017

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

Hedge Hunting: Wrangling the VIX

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On August 6, 2015

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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