Long Short Strategy on VIX Futures
Image by Markus Spiske


The VIX Index, also known as the fear index because when the value of the index increases, often the stock market falls, is a volatility index calculated on the difference between the call and put options on the US index S&P500.
On one hand, an instrument of coverage, and of diversification on the other, it cannot be purchased directly, but it is also possible to purchase and sell the relative futures.


The New Millennium Volactive is one of the few funds on the market completely dedicated to VIX. It has the property of not being correlated with other assets and the active strategy aims at an absolute return.