Episode 254: A Volatility ETF, Treasury Bonds and Brazil! And Portfolio Reviews As Of April 14, 2023
Risk Parity Radio
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The Importance of Long Volatility in Portfolio Construction
A short VIX fund is essentially long the stock market, so it's highly correlated with the stock market. What you are getting is just some income, which is going to be taxable at ordinary income rates. You would have to have a much different kind of portfolio for this to be useful. The person who has done the most work in connection with this program is our friend Alexei.
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