User profiles for Matthew T. Moran

Matthew T. Moran

Head of Index Insights, Cboe
Verified email at cboe.com
Cited by 303

VIX as a companion for hedge fund portfolios

S Dash, MT Moran - The Journal of Alternative Investments, 2005 - search.proquest.com
Volatility in general, and VIX in particular, is widely thought to influence hedge fund returns.
This article shows that not only is VIX negatively correlated to hedge fund returns, the …

VIX Futures and Options

MT Moran, S Dash - The Journal of Trading, 2007 - pm-research.com
The CBOE Volatility Index? (VIX?), the popular gauge of S&P 500? implied volatility, can now
be traded through exchange-listed futures and options. In this article, we demonstrate the …

[PDF][PDF] The cash-secured putwrite strategy and performance of related benchmark indexes

J Ungar, MT Moran - The Journal of Alternative Investments, 2009 - Citeseer
Trading of exchange-listed, SEC-regulated options contracts began with the launch of the
Chicago Board Options Exchange®(CBOE®) in 1973—the same year the landmark Black-…

Descriptive, observational study of pharmaceutical and non-pharmaceutical arrests, use, and overdoses in Maine

KJ Simpson, MT Moran, ML Foster, DT Shah… - BMJ open, 2019 - bmjopen.bmj.com
Objectives The Maine Diversion Alert Program grants healthcare providers access to law
enforcement data on drug charges. The objectives of this report were to analyse variations in …

[BOOK][B] The VIX Index and Volatility-Based Global Indexes and Trading Instruments: A Guide to Investment and Trading Features

MT Moran, B Liu - 2020 - books.google.com
During the past two decades, the Cboe Volatility Index (VIX® Index), a key measure of
investor sentiment and 30-day future volatility expectations, has generated much investor …

Increasing heroin, cocaine, and buprenorphine arrests reported to the Maine Diversion Alert Program

KJ Simpson, MT Moran, KL McCall, J Herbert… - Forensic science …, 2019 - Elsevier
Background The opioid overdose crisis is especially pronounced in Maine. The Diversion
Alert Program (DAP) was developed to combat illicit drug use and prescription drug diversion …

County and demographic differences in drug arrests and controlled substance use in Maine

…, AR Soto, DE Kaufman, KJ Simpson, MT Moran… - medRxiv, 2020 - medrxiv.org
Introduction The Diversion Alert Program (DAP) was established to curb the misuse of drugs
and help identify people in need of substance use disorder (SUD) treatment. Law …

American airlines' bankruptcy-Is American ready for takeoff after rejecting its collective bargaining agreement

MT Moran - J. Air L. & Com., 2013 - HeinOnline
ANOTHER BANKRUPTCY, another defeat for organized laor. In the latest courtroom saga
pitting management against organized labor, the US Bankruptcy Court for the Southern …

Diversification and risk management with index products during the 2008 financial crisis

MT Moran - The Journal of Index Investing, 2010 - pm-research.com
Many US institutional investors are legally required to be diversified so as to minimize the
risk of large losses, but this diversification requirement recently was difficult to meet, as key …

Buy Write Benchmark Indexes and the First Options-Based ETFs

BT Fulton, MT Moran - The Journal of Beta Investment Strategies, 2008 - pm-research.com
A “buy-write” can be described as an investment strategy in which an investor buys stock(s)
and writes covered call options for increased cash flows. In this decade investors have …