The Volatility and Tactical Opportunity portfolio aims to benefit from the up and down swings of market volatility. Volatility, as measured by the VIX, tends to be mean reverting over time (when volatility goes down, it will have a tendency to climb higher in the very short term). When volatility […]
XIV
11 posts
September was a particularly strong month for the portfolio, as volatility continued to decline and our portfolio was well positioned to benefit from a more tranquil period.
As we head into the fall, our models indicate the currently lower volatility will likely stay for a period of time.
The Volatility and Tactical Opportunity portfolio aims to benefit from the up and down swings of market volatility
As we head into the summer, our models indicate the currently lower volatility will likely stay for a period of time.
Amin Khakiani, manager of the Quantitative Hedging and Quantitative Broad Index models, is positioning for more volatility.
Covestor manager Robert Zingale shares his reasons for maintaining his short position against the VXX.