T3 Index is a research driven financial indexing firm. We specialize in volatility and option benchmarking and are dedicated to developing investible, proprietary indices that track related strategies across a range of asset classes. These powerful tools can help transform the way you invest and manage your risk.
The SPIKES Volatility index measures the expected 30-day volatility in the SPDR S&P 500 ETF (SPY), one of the most actively traded securities in the world.
The VSPIKES Volatility of Volatility index measures the expected 30-day volatility in the SPIKES volatility index.
The Yield Volatility Index is a measure of expected annualized movement in the yield of the 10-Year German Bund
E8 is a first-of-its-kind index that is comprised of the 8 largest Emerging Market countries weighted by FX turnover, GDP and trade.
The Bit Vol Index measures the expected 30-day implied volatility derived from tradable Bitcoin option prices
The Milkshake volatility index measures the expected 30-day implied volatility from tradable Whole milk powder (WMP) option prices on NZX.
May 03, 2019: Jay Soloff (Investors Alley) - So how can SPIKES compete against the 500-pound VIX gorilla? In order to attract customers, SPIKES... more
April 18, 2019 08:01 AM EST Bit Vol Index Measures the Expected 30-day Implied Volatility Derived from Tradable Bitcoin Option Prices CHICAGO... more
Mar 01, 2019: Jay Soloff (Investors Alley) -It’s always fascinating to watch how the market reacts to changes in volatility. It seems like the... more
Feb 22, 2019: Jay Soloff (Investors Alley) - When it comes to trading volatility, The VIX has long held the crown as the most viable product on the... more
FEB 11, 2019 Host of Volatility Views podcast Mark Longo talks with Mark Sebastian from Option Pit about SPIKES and all things... more
Feb 6,2019 - Carol Massar and Jason Kelly talk to Simon Ho, Executive Director at T3 Index about the SPIKES Index as an alternative to the VIX -... more
FEB 8, 2019: Luke Kawa (Bloomberg) -- Wall Street’s wildly popular fear gauge -- the VIX -- may finally get some real competition. On Feb. 19,... more
February 5 was a day that took global stock markets by surprise. The prospect of more rises in US interest rates was always going to hurt markets,... more
About T3 Index
Established in 2009, T3 Index is a research-driven provider that specializes in developing innovative volatility and option related indices across asset classes.
The advent of volatility derivatives has profound implications for portfolio construction best practice, and our mission is to leverage the potential that only volatility as an asset can provide to help investors improve their portfolios.
T3 Index is led by Simon Ho. CEO and founder. Our indices are engineered to reflect the conventions of the underlying market; enhancing its potential utility. Through volatility product innovation we aim to develop tools that give investors greater flexibility in both generating returns and protecting them.SPIKES® and YLDVOL® are registered Trademarks of T3I Pty Ltd