T3Index Readies Volatility Index Family
Officials say derivatives based on the indexes will provide a direct way to invest in volatility.
“Volatility, and specifically, convexity—the volatility of volatility, or the rate of change in volatility—represents a new source of alpha,” says Simon Ho, chief executive of T3 and of parent company Triple 3 Partners, a volatility-focused investment manager, which he founded in 2009. “We are moving towards a world that is more cleared and listed. Exchange-traded products in the rates world could really drive volume in yield volatility to high levels, and would open the door for pension funds
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