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- Berlinda Liu on Reaping Roll Yield from a Quasi Volatility Neutral Strategy
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- Reaping Roll Yield from a Quasi Market Neutral Strategy | VIX® Views on The Other Side of VIX
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S&P Indices, a leading brand of the McGraw-Hill Companies (NYSE:MHP), maintains a wide variety of investable and benchmark indices to meet an array of investor needs. Over $1.25 trillion is directly indexed to S&P’s family of indices, which includes the S&P 500®, the world’s most followed stock market index, the S&P/Case-Shiller Home Price Indices, the leading measure of U.S. home prices, the S&P Global BMI, an index with approximately 11,000 constituents, the S&P GSCI®, the industry’s most closely watched commodities index, and the S&P National AMT-Free Municipal Bond Index, the premier investable index for U.S. municipal bonds. For more information, please visit www.spindices.com.