There are short possibilities with short and medium-term VIX futures.
I plan to short VIX mid-term futures in the months ahead.
The spread between short-term and mid-term VIX futures is alluring.
Though the fiscal cliff drama is over, investors remain cautious.
There's a chance the US will fall into recession next year.
Another quarter has gone by
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We're currently content with our mix of VIX hedging holdings.
At the end of September, I resumed my short Barclay’s Bank iPath S&P 500 VIX Short-Term Futures (VXX) - long Barclay’s Bank iPath S&P 500 VIX Mid-Term Futures (VXZ) strategy. Mid-term VIX futures (VXZ) were less elevated and provided a better hedge for VXX. I will hold …
Market participants expect more volatile months ahead.
This hedging strategy performed well in high volatility periods like July.
I felt it prudent to reduce exposure to volatility given the uncertainty of the Greek elections.