Quantitative Strategies Volatility Strategies
PMs Watch Cboe S&P Dispersion Index With Eyes On Futures, Liquidity
Sep 27, 2023
Cboe Global Markets and Dow Jones S&P Indices have piqued manager interest with the launch of the Cboe S&P 500 Dispersion Index, which anticipates 30-day forward S&P 500 dispersion. Portfolio managers in the U.S. and Europe told EQD they would be interested in following the planned launch of futures on the index as a possible new tool for trading U.S. dispersion.
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