Alternative Links: All About Volatility

That when people talk about the VIX they are almost entirely talking about recent realized volatility. But somehow, because the VIX is a current forward looking measure (really a type of price) people seem to attach more to it than that.

Please Stop Talking About the VIX So Much – (AQR)

 

Nowadays, there are dozens of ways to get exposure to VIX and Volatility. Can you say you truly understand how these products work and the difference between the VIX and VIX Futures?

Investing in Volatility and the VIX – (RCM Alternatives)

 

The U.S. dollar index rose Tuesday, recovering slightly from a 15-month low hit in the previous session, though investors remain concerned about softening U.S. inflation and reduced bets on the aggressiveness of Federal Reserve interest-rate hikes.

Dollar attempts bounce off 15-month low – (MarketWatch)

 

Still, it’s not all doom and gloom for Jones. A new event-driven fund Tudor started last year, run by Emil Dabora, that wagers on mergers, spinoffs and other corporate changes has gained 9.3 percent in the first five months of the year.

Paul Tudor Jones Clients Pull 15% From Main Hedge Fund – (Bloomberg)

 

To that end, it is worth noting that the 2000-2002 and 2007-2009 bear markets, – both of which coincided with recessions, – were very different when broken down by sector.

Imagining the Next Bear Market (with Examples from the Last Two) – (Fortune Financial Advisors)

 

Asset allocators may have to allocate, but they don’t have to hate. So don’t take Montier’s comments about ‘passive investors’ too personally.

Asset allocators gotta allocate – (Abnormal Returns)

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