Volatility Risk Premium

Volatility has several attributes (mean-reversion, danger costs, contango/backwardation in futures term structure, reduced connection to S&P 500, and so on) that make it a distinct property course, which have lately created VIX strategies as well as items (such as XIV and VXX) to expand in popularity.

Lots of methods have surfaced to aim to make the most of the special possibilities that exist, yet few efficiently do so while also handling the extreme ups and also downs. Our goal is to aid you browse VIX approaches with a straightforward, yet rigorous method, that has actually historically created higher returns and reduced drawdowns compared to other prominent approaches. Our methods benefit from roll-yield, the volatility risk premium in VIX futures, and place VIX mean-version.

You could follow our methods for as low as $79/month. We'll write you a day-to-day e-mail with the present placement(s) as well as any kind of changes in the position(s). Typically, we trade less compared to 25 times each year for our Roll-Yield + VRP strategy, and also roughly 4 times each year for our Mean-Reversion method. All profession orders are put at the beginning of the follwing day utilizing market-on-open orders for our Roll-Yield + VRP method, as well as all trade orders for our Mean-Reversion technique are put throughout the last 15 minutes of the trading day, so no need to view the marketplace tick for tick.