Daily Archives: June 1, 2009

Sophia Grene

Is Vix just a ghost? asks Pablo Triana

Is Vix just a ghost, as Pablo Triana suggests?

For most of last year, the team at FTfm toyed with the idea of putting its pocket money into volatility – sadly no one has yet launched a vehicle with a low enough minimum investment. Even the Stocks That Wiggle website is out of our reach.

But now we can breathe a collective sigh of relief as deriviatives expert Pablo Triana claims on his blog that the most-often used measure of volatility, the Vix, which we would certainly have used as a benchmark, is just a ghost. On the other hand, would that have made it a worse investment over the last year?

Devotees of paranormal investing, feel free to comment.

About the blog

FTfm is no longer updated but it remains open as an archive.

FTfm's specialist writing team offer their insights into the global fund management industry.

About the authors

Pauline Skypala has been editor of FTfm for four years having previously been deputy personal finance editor. She joined the FT in 1999 and has been writing on savings and investment issues throughout her career.

Steve Johnson, FTfm deputy editor, has been a journalist for 17 years, 10 of which have been with the FT.

Sophia Grene, reporter on FTfm, has been a financial journalist in print and online for 12 years.

Ruth Sullivan has worked as a financial/business journalist and foreign correspondent and for the past 10 years has been at the FT.

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