BROADCASTS.com

Volatility Views 67: VolContract Futures\xa0Overlays:\xa0The Holy Grail?

Volatility Review: What's going on with the VIX rallying on a slow day like today? NASDAQ rundown. This is the first time we've moved down\xa0more than 1%\xa0since June 26th.

Volatility Viewpoint: Today's guest is Nick Li, a Quantitative Analyst for\xa0VolX. He tells us about the paper "VolContract Futures Overlay on an S&P 500 Portfolio," which compares some different implementations of VolContracts in conjunction with an equity portfolio.\xa0

The Crystal Ball: Realized volatility should tick up a bit, but it depends on earnings.