Vix
CBOE to extend US Vix trading to Asia hours
Extension may lead to greater range of Asia-specific volatility products
CBOE responds on Vix
CBOE responds on Vix
Volatility products within family office portfolio: keep it simple or minimise risk in other ways?
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
ASX looks to volatility-linked products to drive Australia Vix futures liquidity
Increasing the potential liquidity pool a major aim for Australia volatility futures market
CBOE adds short-term version of Vix to volatility suite
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
Vix options of limited use in hedging Asia portfolio tail risk
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Vix challenged by new volatility index
A fix for the Vix?
Non-equity volatility could be the future for structured products
The volatility merry-go-round
Banks eye structured products linked to emerging markets volatility
Structured product providers are looking to take volatility-linked products to the next level by basing them on emerging markets
ETF roundup
ETF roundup
Index innovation: Société Générale
Structured Products Asia Awards 2012
Velocityshares implosion puts leveraged ETNs in the frame
Terminal Velocity
Second generation volatility ETPs not hamstrung by contango
Second generation volatility products are a much better investment than their previous iteration, according to one hedge fund manager – but buyers previously burnt by this asset class may be tough to convince
Asian volatility indexes too illiquid to hedge risk
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
The ETN that grew too fast
The ETN that grew too fast
Sell VStoxx and buy Vix futures, says BarCap
The divergence between US and European volatility measures has grown in the first quarter of 2012, according to Barclays Capital
Sponsored statement: Ito33
Which model for equity derivatives?
From Vix to VStoxx: decoupling volatility
Decoupling volatility
EDHEC and SocGen release rationale for structured products in Asia
EDHEC and SocGen reveal all on Asian volatility
Asian institutional investors take aggressive stance on volatility
Taking on the tail
Quant Congress Europe: Quants urged to ditch equilibrium models
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Asian investors review structured products strategies after losses
Managing the falls
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze