AI InvestJan 15, 20205 minChoosing The Right Option: Backtesting Different Hedging Tools For The S&P 500While the last year saw equities climbing from one all-time high to another, the new year started with a sharp move downwards. As a resul...
AI InvestDec 11, 20198 minWhy VIX Options are superior to S&P 500 Options - A comparison of the volatility surfaceIn a recently published article, the benefits of using VIX call options over SPX put options as hedging tools were discussed (remember: V...
AI InvestNov 17, 20197 minHow To Short The VIX Without Blowing Up Your Entire PortfolioFor many years, shorting long volatility ETNs has been among the most crowded trades, and the time decay of the VXX has been the center o...
AI InvestNov 6, 20196 minHow to short leveraged ETNs: a backtest on shorting JDST/JNUGIn my previous blog post, I discussed the terrible performance of leveraged ETNs and tried to shed some light on why these products decay...
AI InvestOct 16, 20194 minMeet The Worst ETPs In The World: Leveraged ETNsOver the long-term, most leveraged ETNs lose more than 90% of their value - even if the underlying moves in the traders favour.