Robert Zingale

Volatility has historically shown to be a mean-reverting asset class.

There are attractive short- and medium-VIX futures opportunities ahead.

There are short possibilities with short and medium-term VIX futures.

I plan to short VIX mid-term futures in the months ahead.

The spread between short-term and mid-term VIX futures is alluring.

Though the fiscal cliff drama is over, investors remain cautious.

We're currently content with our mix of VIX hedging holdings.

At the end of September, I resumed my short Barclay’s Bank iPath S&P 500 VIX Short-Term Futures (VXX) – long Barclay’s Bank iPath S&P 500 VIX Mid-Term Futures (VXZ) strategy.  Mid-term VIX futures (VXZ) were less elevated and provided a better hedge for VXX.  I will hold this pair through October as […]

Market participants expect more volatile months ahead.

This hedging strategy performed well in high volatility periods like July.