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Xiaowei Kang
Director
S&P Dow Jones Indices
Biography
Xiaowei Kang is director, Index Research and Design at S&P Dow Jones Indices, leading the quantitative index research and design efforts in the EMEA region. Xiaowei is also responsible for the development of index products and strategies across asset classes.
Prior to joining S&P Dow Jones Indices, Xiaowei worked for MSCI Barra in the equity and applied research group. Before MSCI Barra, Xiaowei was vice president of credit indices at Markit.
Xiaowei has published research papers in the Journal of Investing and The Journal of Indexes. He is a CFA charter holder and holds a master’s degree in economics and management science from the Humboldt University of Berlin.
Trading VIX – Trade-off between Liquidity, Beta Exposure and Roll Cost
Besides commodities, volatility is another example of the application of futures-based indices. Spot volatility, as measured by the VIX, is not tradeable as the index represents the weighted average of implied volatilities of various options on the S&P 500. Prior to the introduction of VIX futures on the Chicago Board Options Exchange in 2004, equity [...]