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Merrill Lynch Introduces S & P 500 Equity Volatility Arbitrage Index

Merrill Lynch has introduced "The Merrill Lynch Equity Volatility Arbitrage Index," a tracking index, which is quoted intraday on Bloomberg under the symbol MLHFEV1. The Merrill Lynch Equity Volatility Arbitrage Index seeks to replicate the returns of an S&P 500

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Merrill Lynch has introduced “The Merrill Lynch Equity Volatility Arbitrage Index,” a tracking index, which is quoted intraday on Bloomberg under the symbol MLHFEV1. The Merrill Lynch Equity Volatility Arbitrage Index seeks to replicate the returns of an S&P 500 volatility arbitrage strategy employed by many actively managed hedge funds. According to a press release, the Index uses rules to govern the investment process and eliminates the fees associated with active management.

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