Four benchmark indexes could not have come at a better time. When on August 18, the Chicago Board Options Exchange and Eurekahedge announced a slew of new benchmark indexes measuring the performance of various volatility investing strategies, they did so at a time when volatility has come front and center in the market discussion.
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.
Informed Trading Around Stock Split Announcements: Evidence From The Option Market
Philip Gharghori
Monash University; Financial Research Network (FIRN)
Edwin D. Maberly
Monash University
Annette Nguyen
Deakin University
October 12, 2015
Journal of Financial... Read More
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This article originally appeared in ETF.COM here.
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