AbleMarkets Daily Aggressive HFT (AHFT) Index for the S&P 500 Futures is highly predictive of
the next day’s market volatility. It is also highly predictive of the next day’s direction of CBOE’s
VIX, helping traders deliver more profitability on their investment. In fact, the addition of
AbleMarkets Daily AHFT Index as a factor in any VIX trading strategy improves strategy
profitability by as much as 250% per year, depending on which instruments (e.g. stocks, bonds,
futures, currencies) are selected and before execution costs.
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