Flirting with models had an interesting article about using VXX to hedge your portfolio. Because of the inherent decay in VXX, their backtest offsets this with a 2:1 VXX/XIV ratio.
Does anyone have such a strategy that is a little more... tactical? That is, a strategy that doesn't aim to profit from VIX spikes, but rather, use the spikes are insurance for flash crashes?
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