Robert Zingale – Page 2 – Smarter Investing

Robert Zingale

20 posts

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.

How I’ve navigated through the Euro debt crisis

I felt it prudent to reduce exposure to volatility given the uncertainty of the Greek elections.

Strategies

How I’ve navigated through the Euro debt crisis

I have adjusted my VIX hedging strategy to ride out the greater market volatility.

Strategies

Stock market volatility is here to stay

A volatility index hedging strategy built for this market

I plan to maintain my current asset allocation strategy.

Strategies

A volatility index hedging strategy built for this market

Holding steady with my VIX hedging strategy

I plan to maintain my current asset allocation strategy of shorting the VXX and going long on the VXZ.

Strategies

Holding steady with my VIX hedging strategy

My Short-Long VIX Trading Strategy is Delivering

Currently, short-term VIX futures are experiencing rolling costs (first to second month futures) greater than 10%, which is working in favor of my short iPath S&P 500 VIX short-term fund (VXX) position.

Strategies

My Short-Long VIX Trading Strategy is Delivering

Shifting markets mean opportunity with VIX contracts

I shifted shorting strategy on my VIX-linked investments to reflect shifting market sentiment. Here's how.

Strategies

Shifting markets mean opportunity with VIX contracts

Evolving my strategy for capturing volatility gains

I now hedge VXX with a VXZ position or solely shorting VXZ, depending on the VIX term structure.

Strategies

Evolving my strategy for capturing volatility gains

I’m short VXZ to protect against volatility spikes

If VIX contango persists, I will replace my short VXZ exposure with a short exposure to VXX to profit from the term structure.

Strategies