Flirting with Models

🧪 Research Library of Newfound Research

Tag: volatility (Page 2 of 5)

Are 3-year track records meaningful?

Putting Current Volatility Into Perspective

Putting the current S&P 500 downside volatility into perspective.

The New 1% Regime

The market has started making daily 1% moves again. Should we expect to see more of these 1%-move days in the future?

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?

Volatility: Good, Bad, or Indifferent?

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