New York, 2 July 2019 — Demand Derivatives Corp., and its subsidiary, RealVol LLC, the creator of novel realized volatility indices and derivative instruments, is distributing 1,600 RealVol indices (7 types over 6 time frames, on 40 major assets) on Bloomberg Terminals worldwide. Click here for the news release.
Aug 2017: VolX merges with RealVol LLC (a wholly-owned subsidiary of Demand Derivatives Corp.)
VolX Launches "Big Data" Risk Solution
New York, 27 October 2016 — The VolX Group (VolX), architects of RealVol™ Instruments and Indices, today launched 1,600 risk indices. Full News Release.
BOX to Launch Realized Volatility Options on VolX Patented Concept
Boston, 10 February 2015 — BOX Options Exchange (BOX) and The VolX Group (VolX), architects of RealVol Products, announced that they have entered into an exclusive licensing agreement whereby BOX will list RealVol SPY Options (VOLS) for trading. BOX filed on January 21, 2015 for approval to list VOLS with the U.S. Securities and Exchange Commission and will begin listing the options once approval is received. VOLS will be the first exchange-traded options based on the realized volatility of the broad U.S. equity market. Joint News Release.
Boston, Sep 2014 — BOX signs agreement with VolX to become the exclusive provider of RealVol Options on SEC-regulated instruments.
Study on a RealVol Futures Overlay
A pioneering study by Mr. Sixiang Li demonstrates how adding an active long RealVol Instrument overlay can be beneficial to a buy & hold equity index portfolio. For a 4-page summary click here. For the complete paper, click here.
The Volatility Exchange and The Options Insider Launch Weekly Radio Program on Volatility
Chicago, 6 Apr 2011 — The Volatility Exchange (VolX) and The Options Insider have teamed up to offer a new weekly radio program focused on the rapidly growing interest in trading volatility. Called “Volatility Views,” the program is co-hosted by Options Insider founder Mark Longo and Donald Schlesinger, Chief Strategy Officer of VolX.
Full press release ...
VolX on the Radio Episodes ...
First RealVol Futures Expires
4 Mar 2011 — First expiration cycle of a RealVol Futures occurred in the March Euro FX. The price settled on its first day of trading at 11.55. By expiration it fell to its low of 7.80 — a drop of 32% in only one month! The chairman stated, “There are tremendous opportunities trading realized volatility. However, this also highlights the tremendous risk that market participants need to manage. Finally, there is a transparent, listed instrument to do so.”
RealVol Futures Launch
Chicago, 7 Feb 2011 Launch of first currency RealVol Futures on CME's Globex system.
CME Group Licenses FX RealVol Futures from The Volatility Exchange
FX Products to Represent First Listed Instruments on Realized
Volatility Based on VolX Patented Concept
Chicago, 1 Nov 2010 CME Group, the world's leading and
most diverse derivatives marketplace, and The Volatility Exchange
(VolX), architect of the world's first listed instruments on realized
volatility, announced that in the first quarter of 2011, CME Group
will begin offering a set of FX realized volatility futures based
on CME Group's major currency pairs. These contracts will be listed
with, and subject to, the rules and regulations of CME. Full
press release ...
Prague-based RSJ Algorithmic Trading Became a Substantial Investor in The Volatility Exchange
23 Jun 2010 RSJ is one of the world’s largest algorithmic traders currently trading in London (NYSE Liffe), Chicago (CME), and Frankfurt (Eurex). All volume is conducted fully automatically by a state-of-the-art technology. The monthly traded volumes exceeds 20 million lots. The trading algorithms used by RSJ are based on sophisticated mathematical models that are the outcome of applying results of deep theoretical mathematics on financial markets. RSJ employs top mathematicians, statisticians, developers, and traders. VolX is proud to have RSJ as a partner.
Apr 2010 The VolX Group
Feb 2008 Patent granted on RealVol Instruments
Apr 2000 Patent filed on RealVol Instruments
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