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Non-Tech : Income Investing
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To: SAM who wrote (51720)11/13/2024 10:54:42 PM
From: Elroy  Read Replies (3) of 52115
 
Have a look at ZIVB.

It is an ETF which sells short the 4 through 7 month VIX. When the 7 month is held short for three months and it is getting below 4 months in remaining time to expiration, the ETF buys back the short 4 month VIX, and sells short again the 7 month VIX.

So it's short volatility in out months 4 through 7.

Since the 7 month is generally more expensive than the 4 month, the strategy makes a profit.

I think over the course of the year it makes about 25%, but that varies with the volatility curve.

As usual, I don't completely understand it, but I do own it!

If you get any insights on ZIVB, I'd love to read them.
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