The Volatility Landscape—White Papers
White Papers “Volatility: A New Return Driver?” A good non-mathematical overview of volatility, volatility products including futures and a couple example trading strategies using volatility Exchange Traded Products “The VIX-VIX Futures Puzzle?” A technical paper testing the forecast accuracy of VIX futures that includes a comprehensive technical overview of the VIX, VIX Futures, and volatility term structures. It skips the calculus but provides a …