Is there room for a VIX competitor, SPIKES founder Simon Ho sure thinks so.
How do you create a new futures contract? You need an exchange. And you need something that changes in price, like a commodity market – or a financial index. This week we're diving deep into crafting an index with T3 Index's founder and CEO, Simon Ho. Simon is no stranger to the vol space, and he has worked in the options industry for over 20 years in trading, product innovation, and risk management roles.
In this episode, Simon and Jeff touch base on the various unique index products at T3, like YLD Vol, ETH Vol, and the VIX competitor SPIKES. They talk through just how SPIKES differs from the VIX, the unusual behavior currently playing out in stock index volatility, the futures, options and ETFs based on SPIKES, and so much more. Plus, Simon gives his hottest takes. Will you be tuning in? SEND IT!
Chapters:
00:00-02:05 = Intro
02:06-11:05 = A robust background to crafting a robust index
11:06-15:53 = Helping hedge funds generate alpha & Tail risk events
15:54-25:38 = It's Coke - Here's Pepsi: Improving on VIX with SPIKES
25:39-35:37 = The unusual behavior of the current state of volatility
35:38-43:41 = T3 Index, MIAX & skew indexes
43:42-55:03 = SPIKES stress test, the creation of the VOL index & Hottest take
Show Notes:
Follow along with Simon on Twitter @t3index and for more information on T3 Index visit t3index.com and check out MIAX at miaxoptions.com
Don't forget to subscribe to The Derivative, follow us on Twitter at @rcmAlts and our host Jeff at @AttainCap2, or LinkedIn , and Facebook, and sign-up for our blog digest.
Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer
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