The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.
Weeklys News in the Weekly News Roundup
A week ago (naturally!), CBOE announced plans to list VIX options and futures with weekly expirations. By ‘filling the gaps’ between monthly expirations, investors will have new opportunities to establish short-term VIX positions, and fine-tune the timing of their hedging and trading activities.
“CBOE Bets on Weekly VIX” – Steven Sears, Barron’s
“CBOE Details Plans To Launch VIX Weeklys” – Daniel O’Leary, EQDerivatives
“Filling the Gaps With VIX Weeklys” – Adam Warner, Schaeffer’s Investment Research
“CBOE to Launch Weekly Expiry VIX Derivatives” – Gabriel Suprise, Global Capital
Next Generation Trading Technology
CBOE’s ability to collaborate, create and connect with the marketplace has created a unique culture of innovation, not only in product development, but also in trading technology. Last week, Vector — CBOE’s next generation of trading technology — was unveiled for the first time.
“CBOE Outlines Plans to Overhaul Trading System” – Cian Burke, FOW
VIX Remains Quiet, But What About Volatility in Other Assets?
For most of 2015, the VIX Index has been confined within a relatively tight range despite so much global uncertainty. The volatility in asset classes outside of equities, however, “is historically wide to VIX.” Is this signaling higher volatility on the horizon?
“Why The VIX Could Drift” – Adam Warner, Schaeffer’s Investment Research
“Market Needs to Heed Volatility Signs” – Daniel O’Leary, EQ Derivatives
New Study: Options-Based Investment vs Long Stock Strategy
Earlier today, the Options Industry Council (OIC) released a new academic research study that found that some option-based portfolio strategies outperform long stock and improve the risk-return tradeoff of long equity portfolios over time.
To view the paper and presentation, visit: http://bit.ly/1zKlJ46