Vix
Velocityshares implosion puts leveraged ETNs in the frame
Terminal Velocity
Second generation volatility ETPs not hamstrung by contango
Second generation volatility products are a much better investment than their previous iteration, according to one hedge fund manager – but buyers previously burnt by this asset class may be tough to convince
Asian volatility indexes too illiquid to hedge risk
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
The ETN that grew too fast
The ETN that grew too fast
Sell VStoxx and buy Vix futures, says BarCap
The divergence between US and European volatility measures has grown in the first quarter of 2012, according to Barclays Capital
Sponsored statement: Ito33
Which model for equity derivatives?
From Vix to VStoxx: decoupling volatility
Decoupling volatility
EDHEC and SocGen release rationale for structured products in Asia
EDHEC and SocGen reveal all on Asian volatility
Asian institutional investors take aggressive stance on volatility
Taking on the tail
Quant Congress Europe: Quants urged to ditch equilibrium models
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Asian investors review structured products strategies after losses
Managing the falls
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
Risk interdealer rankings 2011: Dealers
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche…
Termination of iPath volatility ETN 'likely to be repeated' in latest version
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions change
Americas house of the year
House of the year, Americas
US structurer of the year
US structurer of the year
Volatility products hit by negative roll yield
Getting a grip on volatility
The art of harnessing volatility
Harnessing volatility
Source ETF takes tactical approach to accessing volatility
Source has joined the flood of product and index providers coming to market with solutions for accessing volatility without the costs associated with holding a long-term position in the asset class
Société Générale boards volatility bandwagon
Société Générale boards volatility bandwagon
Diggle to re-launch Asia long volatility fund under new vehicle; inflation hedging another target
Stephen Diggle, co-founder of defunct Singapore hedge fund Artradis, which closed after incurring losses of $700 million, will re-launch an Asian long volatility fund under his new vehicle Vulpes Investment Management in May.
Falling VAR reflects calmer year and warier bankers
Banks have seen value-at-risk figures fall over 2010, but risk measure may be on the way out
Hong Kong to get volatility index ‘early next year’
Hong Kong will get a real-time VIX index in the first quarter next year, according to Hang Seng Indexes.
Horizons BetaPro unveils US volatility ETFs
Horizons BetaPro has launched the first ETF in Canada to track the S&P Vix 500 Short-Term Futures index