​MAI Shortens Duration As VIX Curve Flattens

Oct 13, 2016

MAI Investment Management’s short volatility fund is looking to reduce duration of the options it sells on the CBOE Volatility Index in the lead up to the U.S. election. With spot VIX moving up and the curve flattening, MAI is looking to keep its options within the 20-to-25 day range.

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