Replies to post #37964 on A.I.M. Users Bulletin Board (AIMUSERS)

[ls7550]

Why not use pairs (long/ short) of ETFS or mutual funds for volatility capture?

Because you generally need two criteria for both of the assets. Broad price appreciation and inverse correlations. More usually shorts end up losing money over the mid/longer term.

Rather you need to be seeing something more like