Apr
26
Variance Futures Coming to CBOE, from Alex Castaldo
April 26, 2012 |
The VIX futures never made much sense to me (among other things there is no real deliverable — it is just a bet on what a highly volatile number will be on a specific day in the future) , but maybe the Stock Index Variance Futures to be introduced by the CBOE later this year will have more applications (and certainly could make more economic sense):
Comments
2 Comments so far
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Thank you for this website. I've long known of Vic's distinguished accomplishments — in many different venues — but have only recently heard of his founding a NYC-based Junto. Does that group still meet on the first Thursday of the month? I find myself soon moving from San Francisco to NY and wish to participate, if possible. Please let me know . . .
Until soon,
Tom Fisher
[Editor: Yes, the first Thursday of the month. A reminder is posted on this web site a couple of days before, and also on the Meetup web site: http://www.meetup.com/New-York-Junto/ ]
“DRW’s patent-pending methodology to create variance futures”
LOL