Sentences with phrase «short volatility product»
The graph below shows the price movements on the SVXY, a short volatility product.
http://swanglobalinvestments.com/ Not exact matches
MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.
About 21 percent of the investors in short - volatility products are considered non-institutional, meaning not professional traders.
Morgan Stanley's chief US equity strategist, Mike Wilson, however, thinks the situation is far less dire than before, and argues the big drop in short - volatility products actually helped flush out risky positions.
While it's certain that short - term volatility exchange traded products (ETPs) like VXX, TVIX, and UVXY are doomed to march towards zero, their decay rates are not consistent.
As Hacked reported earlier this week, products that short volatility shed billions this week, with the VelocityShares XIV ETN falling from $ 1.9 billion in assets to just $ 110 million.
As equities have ground ever higher over the past year, very large short - volatility positions have been building in the markets — largely in volatility - targeting strategies employed by institutional investors and leveraged exchange - traded products geared toward individuals.
Mid-term volatility products tend to be less volatile than short - term products but also tend to track less close to the VIX index.
However, wider challenges remain for the sector, not just in terms of rising raw material prices, but also in managing the volatility in the price and supply of many key commodities, and ensuring the continuity of supply when product availability is short in the UK or globally.»
That said, when I see lots of activity from people shorting volatility through exchange traded products in order to earn returns, it makes me wonder.
Other products that Olympus Labs have planned including products for shorting the cryptocurrency market (a significant need as there is no current way to profit in a crypto bear market), and managing volatility and value for post-ICO projects.