Vol Investors Face Challenging Start to Year
What is up with equity volatility?
PMs Watch Cboe S&P Dispersion Index With Eyes On Futures, Liquidity
Cboe Global Markets and Dow Jones S&P Indices have piqued manager interest with the launch of the Cboe S&P 500 Dispersion Index, which anticipates 30-day forward S&P 500 dispersion. Portfolio managers in the U.S. and Europe told EQD they would be interested in following the planned launch of futures on the index as a possible new tool for trading U.S. dispersion.
Dispersion Opportunities And Innovations In 2023 – Europe EQD
Patrick Bartholet, portfolio manager at Aviva Investors, John Hiatt, vice president, derivatives strategy at Cboe, Yann Le Her, portfolio manager at Hellebore Capital and Oyetola Oyeleye, volatility portfolio manager at Fulcrum Asset Management, discussed the evolution of dispersion trading as well as innovation and opportunities for the year ahead on day two at Europe EQD in Barcelona. The panel was moderated by Tim Edwards, managing director and global head of index investment strategy at S&P Dow Jones Indices.
Are Days Numbered For The Dispersion Strategy? – Cboe RMC
Stephen Crewe, portfolio manager at Fulcrum Asset Management, Mikhail Krayzler, lead portfolio manager and a director at Allianz Global Investors, and Pav Sethi, founder and chief investment officer at Gladius Capital Management, came together for a panel discussion on the outlook for dispersion.
Fulcrum Launches Inflation And Macro Strategies To Help Navigate Markets
London-based Fulcrum Asset Management has launched an Inflation Protection Strategy and a Discretionary Macro Strategy. The strategies, managed by Suhail Shaikh, chief investment officer, are intended to help navigate the challenging market conditions.
