Sentences with phrase «short volatility futures»

ETFs that are short volatility futures are up around 75 % for the first six months of 2017 and about 220 % for the trailing year — an astonishing amount.

Not exact matches

The debut of the first futures contract on an established exchange was relatively orderly, in contrast to expectations of high volatility and traders short selling, or betting against, bitcoin.

The brokerage also said clients will not be able to take short positions, or bet against bitcoin futures, «due to the extreme volatility of cryptocurrencies.»

Where these balance sheet improvements are most advanced, future financial distress will look more like what we typically see in instances of financial stress in the major economies — substantial asset price volatility and the potential for substantial financial losses, but less in the way of a significant disruption to either short - run or long - run real economic growth.

Specifically, they relate spot West Texas Intermediate (WTI) crude oil price to: the U.S. dollar exchange rate versus a basket of developed market currencies; Dow Jones Industrial Average (DJIA) return; U.S. short - term interest rate; the S&P 500 options - implied volatility index (VIX); and, open interest in the NYMEX crude oil futures (as an indication of financialization of the oil market).

Does shorting the iPath S&P 500 VIX Short - Term Futures ETN (VXX) with crash protection (to capture the equity volatility risk premium safely) work?

(These are the accounts that we contribute the most to — 17,500 each — and we want to maximize our future returns, willing to accept short - term volatility for long - term growth etc.) Although I have read on bogleheads that having at least a small bond allocation can actually improve returns w / rebalancing, hmm....

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

In addition, investors take long and short positions in futures and options on key volatility indexes.

The iPath S&P 500 VIX Short Term Futures TM ETN (NYSE: VXX) jumped more than 8 percent on fears that bearish market volatility is returning to the market.

Lastly, Saut and his Raymond James team anticipate an increase in volatility and have recommended buying the iPath S&P 500 VIX Short - Term Futures exchange traded fund VXX or Mid-Term futures Futures exchange traded fund VXX or Mid-Term futures futures in VXZ.

«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIVVolatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIVvolatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rfutures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rfutures, may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) rFutures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.

Market volatility is impacting fixed - income portfolios as economic news can have divergent impacts on short - term interest rates, based on current conditions, and on long - term rates based, on future expectations.

The ETNs use a systematic approach to investing in volatility index (VIX) futures that have a net long or net short volatility position that varies based on changes in the market.

volatility could fall after the first short option expires, lowering the time value of your LEAP as well as future short - term options you would want to sell, making it harder (or impossible) to achieve your profit goal over several option cycles

Short ProShares and ProFunds should lose value when their market indexes rise, and they entail certain risks, including, in some or all cases: aggressive investment techniques, including the use of futures contracts, options, forward contracts, swap agreements and similar instruments; inverse correlation; and market price variance risks, all of which can increase volatility and decrease performance.

Among the main risks affecting the funds, ProShares warns of inherent volatility associated with futures markets as well as the risk of holding speculative short positions in the portfolios, which could expose the investor to losses.

In response to «Shorting VXX with Crash Protection», which investigates shorting iPath S&P 500 VIX Short - Term Futures (VXX) with crash protection to capture the equity volatility risk premium safely, a subscriber asked about instead using a long position in ProShares Short VIX Short - Term FuturesShorting VXX with Crash Protection», which investigates shorting iPath S&P 500 VIX Short - Term Futures (VXX) with crash protection to capture the equity volatility risk premium safely, a subscriber asked about instead using a long position in ProShares Short VIX Short - Term Futuresshorting iPath S&P 500 VIX Short - Term Futures (VXX) with crash protection to capture the equity volatility risk premium safely, a subscriber asked about instead using a long position in ProShares Short VIX Short - Term Futures (SVXY).

Does shorting the iPath S&P 500 VIX Short - Term Futures ETN (VXX) with crash protection (to capture the equity volatility risk premium safely) work?

(These are the accounts that we contribute the most to — 17,500 each — and we want to maximize our future returns, willing to accept short - term volatility for long - term growth etc.) Although I have read on bogleheads that having at least a small bond allocation can actually improve returns w / rebalancing, hmm....

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

Obviously, a short call will suffer from losses from an extreme (limit) move up of the underlying futures and a rise in volatility.

The Wall Street Journal said investors who expect volatility to continue rising are buying short - term volatility ETFs, noting the ProShares Ultra VIX Short - Term Futures ETF (UVXY) «had the most assets since its 2010 inception» last Moshort - term volatility ETFs, noting the ProShares Ultra VIX Short - Term Futures ETF (UVXY) «had the most assets since its 2010 inception» last MoShort - Term Futures ETF (UVXY) «had the most assets since its 2010 inception» last Monday.

Stock traders who have been using approaches that assume low - volatility conditions will persist indefinitely (e.g., shorting VIX futures, selling option premium, or simply increasing long position size) need to be prepared for a changing of the market guard — or risk getting crushed when volatility doesn't immediately retreat after its next upward spike.

Alternative investments are speculative, subject to high return volatility and involve a high degree of risk including, but not limited to, the risks associated with leverage, derivative instruments such as options and futures, distressed securities, may be illiquid on a long term basis and short sales.

Short ProShares ETFs are non-diversified and should lose value when their market indexes or benchmarks rise — a result that is opposite from traditional ETFs — and they entail certain risks including risk associated with the use of derivatives (swap agreements, futures contracts and similar instruments), imperfect benchmark correlation, leverage and market price variance, all of which can increase volatility and decrease performance.

Lets assume that after checking the technicals, and the volatility surrounding Greece's future in the eurozone, a trader takes a bearish position on the EUR / USD and decides to short the euro June 2015 contract.

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