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SKEW index

7 Sep 2016

Hedge Funds Aggressively Shorting VIX Futures, Even As Price Of Tail-Risk Protection Rises

by hedgopia | posted in: Derivatives, Equities, Technicals | 0

At first glance, major U.S. equity indices are at/near all-time highs, with suppressed volatility.  Amid this tranquility, the cost of protection is on the rise, and hedge funds’ net shorts in VIX futures are taking an increasing share of open … Continued

Commitment of Traders report, SKEW index, tail risk, vix, VIX futures

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