Xiaowei Kang

Senior Director, Co-Head of Global Research
S&P Dow Jones Indices
Xiaowei Kang, CFA, is senior director, co-head of global research at S&P Dow Jones Indices. He leads the research and thought leadership efforts, as well as the development of index products and strategies across asset classes. Prior to joining S&P, Kang worked for MSCI and Markit. He holds a master's degree in economics and management science from the Humboldt University of Berlin.

Author Archives: Xiaowei Kang

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 […]

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