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Quantitative Finance · Glosarium

Apa itu Exchange-traded volatility product?

Definition 5.2 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Bab 5 — The Volatility-Index Complex

An exchange-traded volatility product is an exchange-traded fund or note (Book 3, chapter 19) that delivers a multiple (11, −1-1, 22, −0.5-0.5) of the daily return of an index of VIX futures, usually of constant maturity; it holds or hedges the futures and rebalances them at each close.

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