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CTA Futures Roll and Contract Selection
Which expiry you hold and when you roll is a first-class P&L — not an operations footnote — especially in commodities and VIX.
Long-Volatility CTA
A managed-futures book that is structurally long options or long VIX-curve convexity — pays carry, aims to print in jumps and persistent stress.
VIX / Volatility-Futures CTA
Trade the VIX curve as a first-class market — trend on VIX, carry on contango, and a respect for inversion — not just an equity hedge overlay.
Term Structure of Volatility
Term Structure of Volatility — How IV varies across expiries — front vs back month regimes.
VIX Futures Term Structure
VIX Futures Term Structure — Curve shape driving roll yield for vol ETNs and systematic short-vol carry.
VIX Index
VIX Index measures implied volatility in S&P 500 options and is widely used as a shorthand for equity market fear and risk aversion.
VIX Term Structure
VIX term structure tracks the shape of volatility futures across maturities and helps identify whether the market is pricing stable conditions or near-term stress.
Volatility Carry Trade
Volatility Carry Trade — Selling implied vol or rolling VIX futures in contango — crowded but regime-sensitive.
Volatility of Volatility
Volatility of Volatility — Uncertainty about future volatility, critical for tail hedges and vol-of-vol products.
2s10s Treasury Curve
The 2s10s Treasury curve measures the spread between 10-year and 2-year Treasury yields and is a key indicator of growth expectations, policy path, and term structure dynamics.
Exploiting Term Structure of VIX Futures
Trade the VIX curve — short steep contango, respect backwardation — a roll-yield book in vol futures.
CTA Futures Roll and Contract Selection
Which expiry you hold and when you roll is a first-class P&L — not an operations footnote — especially in commodities and VIX.
Exploiting Term Structure of VIX Futures
Trade the VIX curve — short steep contango, respect backwardation — a roll-yield book in vol futures.
Long-Volatility CTA
A managed-futures book that is structurally long options or long VIX-curve convexity — pays carry, aims to print in jumps and persistent stress.
VIX / Volatility-Futures CTA
Trade the VIX curve as a first-class market — trend on VIX, carry on contango, and a respect for inversion — not just an equity hedge overlay.
VIX Futures Term Structure
VIX Futures Term Structure — Curve shape driving roll yield for vol ETNs and systematic short-vol carry.
VIX Index
VIX Index measures implied volatility in S&P 500 options and is widely used as a shorthand for equity market fear and risk aversion.
VIX Term Structure
VIX term structure tracks the shape of volatility futures across maturities and helps identify whether the market is pricing stable conditions or near-term stress.
Volatility Carry Trade
Volatility Carry Trade — Selling implied vol or rolling VIX futures in contango — crowded but regime-sensitive.