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Barclays’ VXX price jump drives double-digit gains for volatility arbitrage fund

Barclays' VXX price jump drives double-digit gains for volatility arbitrage fund

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Days before Thanksgiving, Kris Sidial, a co-founder at volatility arbitrage fund The Ambrus Group, told investors the firm was betting that extreme price moves in some volatility-tracking exchange traded notes were likely to get worse.

...read full article on Reuters

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