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Markets are navigating a complex fog of structural shifts from AI disruption and evolving geopolitical tensions to inflationary pressures. These were just some of the themes framing the conversations at the tenth annual Global EQD in Las Vegas.

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Institutional investors are shifting away from broad U.S. equity exposure. Euro Stoxx 50 and Euro Stoxx 50 Volatility Index futures gain traction. 

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Insurance companies are embracing Nasdaq-100 index options to meet growing demand for technology-focused investments.

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A multi-asset portfolio manager at London-based Newton Investment Management has left.

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It was the worst of times and then the best of times. The stock market this year has given new meaning to the phrase “violently unchanged”. The Cboe Volatility Index is back around 20 and the S&P 500 is back near 6000, but the world is different.

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Big things are happening at EQDerivatives. Laura Lalinde, chief executive officer, kicked off the tenth annual Global EQD at The Wynn in Las Vegas on May 21 with an announcement. EQDerivatives is rebranding. 

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Institutional investors are turning to enhanced indexing strategies that blend systematic models, active overlays within strict risk budgets to optimize beta and generate alpha. 

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Institutional investors are adopting a diversified mix of defensive strategies to navigate market uncertainty, generate alpha and extract risk premia.

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As markets continue to reprice geopolitical and macro shocks, vol managers agree: traditional hedging frameworks are no longer sufficient.

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Deutsche Bank’s QIS desk in New York is seeing increased client demand for tail risk hedging and fixed income quant strategies as market volatility hangs around. 

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