S&P index takes Vix methodology to Hong Kong

S&P index takes Vix methodology to Hong Kong

twists-and-turns-of-a-yellow-rollercoaster
S&P twists and turns volatility into investment opportunities for Asian investors

Index provider Standard and Poor's (S&P) is to launch a series of indexes that aim to provide Asia-Pacific investors with direct exposure to volatility and facilitate trading of stock-market volatility in the region.

The HSI Volatility Index is a Vix equivalent for the Hang Seng Index and seeks to model a common strategy that takes advantage of the difference between implied volatility and realised volatility.

"The highly liquid Hang Seng Index options market has made the introduction of Vix

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: