"The TVI is a managed futures product, but unlike most other managed futures products, it offers complete transparency," says Sperandeo. "It also offers daily liquidity, which most managed futures products don't."
Half of the index portfolio is allocated to commodities futures split across six sectors, including energy, livestock, softs and precious and industrial metals. The remaining 50% links to interest rate futures and global currencies. The weightings of the 24 components, which are permane
The week on Risk.net, July 7-13, 2018Receive this by email