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Investors are pouring into this index as fears of market correction rise
Finbold· 2025-09-30 18:16
Investors are ramping up their bets on market turbulence, with positions tied to the CBOE Volatility Index (VIX) hitting levels not seen in years. Specifically, net dealer long positions in VIX futures have surged to about 87,000 contracts, the highest in at least four years, according to the Commodity Futures Trading Commission (CFTC) as cited by The Kobeissi Letter on September 30.VIX dealer positions. Source: CFTCThe sharp increase partly reflects a rush into exchange-traded products designed to profit f ...
Hedging Tail Risk with Robust VIXY Models
QuantPedia· 2025-09-29 08:18
Hedging Tail Risk with Robust VIXY Models Extreme market events, once perceived as statistical outliers, have become a central concern for investors. The persistence of sharp drawdowns and volatility spikes demonstrates that the cost of ignoring tail risks is not tolerable for long-term portfolio resilience. While diversification can mitigate ordinary fluctuations, it often fails when markets move in unison under stress. This makes explicit protection against severe downside events not just desirable but ne ...