AllQuant
2023-04-14
The yield pick-up from short-vol ETFs is high now, thanks to the deep contango VIX term structure. VIX looks like it wants to break below the 2022 low. Something to note if you are long volatility.

$Cboe Volatility Index(VIX)$ $ProShares Short VIX Short Term Futures ETF(SVXY)$ $Barclays iPath Series B S&P 500 VIX Short-Term Futures(VXX)$
Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Comments

Leave a comment
26