Thursday, 14 December 2017

Equity Derivatives

Intraday execution extends to VIX trades

IFR 2209 11 November to 17 November 2017

Intraday trading strategies, which aim to improve returns through continuous execution that avoids congested daily fixes, are being extended to volatility trading as investors seek to slash the high carry cost associated with long VIX positions while short-vol traders search for yield enhancement opportunities.