PUTD Alpha Strategy
15 August 2025VIX Futures Carry Strategy
15 August 2025One Pager
VIX Put Carry Strategy
VIX Put Carry Strategy
Kambiz Kazemi, Chief Investment Officer
Summary
The Validus VIX Put Carry Strategy is a systematic and scalable approach to volatility investing. It seeks to generate returns by capturing both the risk premium in the VIX curve and the tendency for VIX to decline after market selloffs.
Inside the one-pager
- Strategy overview and key mechanics
- Performance vs. VIX Spot
- Backtest data from 2006 to 2025
- Risk-managed approach
Source
Bloomberg, Validus Risk Management