In a recent podcast with Andrew Horowitz from The Disciplined Investor, I discussed what the VIX is, how it is structured and common misconceptions about the index. Click here to listen to the full podcast.
Siddhartha Oberoi is senior director, exchange traded products (“ETP”), at S&P Dow Jones Indices. Sid leads the ETP channel effort for S&P Dow Jones Indices globally, and works closely with several exchanges and exchange traded product sponsors to help them with their index needs and successfully implement their strategy.
Prior to his current position, Sid held various roles within S&P Indices. His responsibilities included managing ETF licensing relationships for the Americas, developing various indices including the S&P Municipal Bond Indices and Shariah Indices in the Index Innovation Group, and helping to expand other equity index offerings within that group. Prior to joining S&P in 2007, Sid worked at Calyx Financial and Prudential Financial where he helped develop and manage fund of funds focused on global asset allocation, including a product focused on the Shariah market.Sid was previously a member of the curriculum committee for the CAIAA. He is a regular speaker at industry conferences where he discusses the ETP landscape and related indexing topics. Sid holds a B.A. from Delhi University and an MBA from Rutgers University.
Author Archives: Siddhartha Oberoi
Interesting article on VIX from IndexUniverse: Volatility Indices Redux
Just as an update on my February 24th post on the Volatility of Volatility, the CBOE has announced the launch of an index that tracks the volatility of VIX itself, the VVIX. The VVIX is calculated using the the same methodology as the VIX index, using VIX Options to calculate the volatility of VIX. While […]
In a recent podcast, I was asked about the sharp spikes and steep drops in VIX levels and what that reflected; I was able to get through that with minor scars, but it got me thinking about the volatility of Volatility. Below are a couple of charts that tell the story. Chart 1 displays the […]
Just like most humans (monozygotic twins excluded) are not created equals, most VIX futures based exchange-traded products (ETPs) are not equal (At the time of writing this post, there were 43 primary listed ETPs). While there are a number of distinctions and I will attempt to highlight the key areas, but first the few common […]