Amid Market Volatility, Goldman Observes Performance Traits Of Volatility Indexes

HFA Padded
Mark Melin
Published on
Updated on

Four benchmark indexes could not have come at a better time. When on August 18, the Chicago Board Options Exchange and Eurekahedge announced a slew of new benchmark indexes measuring the performance of various volatility investing strategies, they did so at a time when volatility has come front and center in the market discussion.

GS 8 24 Vol indexes performance compiliation Volatility Indexes

Volatility indexes come at a time of anticipated market volatility

With the stock market down nearly 1000 points on the Dow Jones Industrial Average in the first...

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HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.