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Adding VIX futures to your portfolio

2008 financial meltdown has been a interesting case for portfolio diversification
all the assets had a correlation had reverted to 1 and nearly all asset prices collapsed

However VIX has been a interesting case the addition of about 7% VIX
to the portfolio increased the returns in addition it increased its sharpe ratio
decreased standard deviation

I had tested this portfolio over a 25 year period ending 31 December 2007 
and a report has been published CBOE for 2008 case.

i will shortly upload data