S&P index takes Vix methodology to Hong Kong
Standard and Poor's announces new index that seeks to model a common strategy that takes advantage of the difference between implied volatility and realised volatility.
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
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