Michael Bommarito

ETFs With a 50% Correlation To the VIX

If you want some kind of hedge for volatility through a long-only ETF strategy, here's your list. If you want to fit this into a pre-existing allocation strategy or want to actually hold more than one of these assets, pick ones that have a low correlation with each other.

If you have other questions, feel free to ask. Your favorite search engine is also a great resource if you're ever confused about something.

Best ETF and CEF Absolute Lagged Correlation To the S&P 500

Hello Harvey,
Lagged correlation here is the correlation between two time series with one shifted so that its dates are lagged by a certain number of periods. For instance, the 1-day lag correlation would be the correlation between DND on day N and the S&P on day N+1.