The number of outstanding VIX futures has certainly been rising. Open interest just before the monthly expiration averaged almost 611,000 contracts last year, 44 percent more than in 2016 and more than double the average of 240,000 in the decade before.
Category: Investing Insight
10
Jan
2018
05
Jan
2018
Weekend Reads: Price War
Traditional stockpickers enjoyed a renaissance in 2017, managing on average to narrowly outperform their benchmarks. That helped slow the outflows from US equity mutual funds from nearly $250bn in 2016 to $153bn last year, according to Goldman Sachs.
29
Dec
2017
The Best and Worst Futures Markets in 2017
Palladium is the winner, Finviz isn’t showing Bitcoin, stock index futures did well, and the VIX was down -20%
27
Dec
2017
Your Favorite Alternative Investment Posts in 2017
Time is ticking down on 2017, so here’s an easy way to summarize what was happening in the alternative investment space this year – highlighting the top 10 posts on our Attain Alternatives blog based on the number of reads. Check them out below: “What’s Wrong with AQR?” Back in April, we highlighted AQR’s AQMIX Fund, […]
15
Dec
2017
Weekend Reads: Bitcoin, Bitcoin, Bitcoin
On average, roughly $60 million in notional value has traded each day. In just the last 24 hours, about a half-million bitcoins alone have changed hands. At $17,000 per bitcoin, that is about $8.5 billion.
15
Dec
2017
Infographic: Bitcoin Futures Facts
We came up with a table (or infographic) to make it easy for anyone to know the difference between CME’s and Cboe’s Bitcoin Futures contract:
13
Dec
2017
Alternative Links: Never Override The Model
Algorithms made him a Wall Street billionaire. His new research center helps scientists mine data for the common good.
06
Dec
2017
Alternative Links: VIX Yield Curve
You may be wondering: did they throw blue spaghetti noodle on paper for inspiration and then write an economics article about it?
04
Dec
2017
Everything is Awesome
Managed Futures strung together its first consecutive months of positive performance this year.
29
Nov
2017
Alternative Links: Allocation to Alternative Assets in 2018
Among survey respondents, 45% said they expect the alternative investment asset allocation in clients’ portfolios to increase
