Michael Bommarito

Preparing for a ‘Volatility Shock’

Hey Geoff, I recently covered the best and worst ETFs and CEFs for VIX exposure, which might give investors better ideas of how their portfolios are prepared.

Preparing for a ‘Volatility Shock’

Any bets on who'll be the first to come out with a volatility ETF? Hold a large MM position and a small percentage of volatility spreads on the S&P. This is certainly a common enough technique that someone should be able to construct a decent replicating strategy with some guaranteed beta to the VIX. If this volatility shock talk keeps up maybe we'll see one by the end of the year, especially given what this last market run has done to some people's nerves.