Author: Robert Zingale

About Robert Zingale

I have a passion for investing and have been actively managing my personal brokerage accounts since I was an undergraduate at Cornell University. Through my studies at Cornell, I realized that the only way to accurately statistically model an asset is to determine what the average price of that asset should be. I use VIX futures to implement my investment strategy, based on my valuation assumptions.

Holding this volatility pair through October

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 […]