Goldman, Noting Anticipatory Aspect Of VIX Futures, Outlines Performance Drivers
It is sometimes assumed that when volatility is low, that is the best time to enter into long CBOE VIX market volatility exposure. Not so, says a Goldman Sachs research piece. Using the VIX as a hedge or a speculative trade “is not always that easy.” In fact, understanding how quickly the VIX futures "price in" the future, and recognizing mean reversion opportunity, is likely the best case moving forward.
This content is exclusively for paying members of ValueWalk Premium Gain Exclusive Access to the Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with ValueWalk Premium Get Started Now with a FREE 7-Day Trial 🔻 If you are a current ValueWalk Premium member and are having an account error please clear cache and cookies. If that does not work, email [email protected] or click Chat.
