Lombard Odier's All Roads Increases Market Exposure, Rebalances Trend Allocations

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Multi-Asset Head Notes Dispersion Growth, Entry Points Come Under The Spotlight

Guillaume Flamarion, managing director, co-head of the multi-asset group and head of equity derivatives structuring at Citi in New York, said the bank is seeing more interest in hedging and dispersion strategies after a volatile summer period during which many investors had a carry-focused profile. He said with geopolitical and election stress building in the U.S., investors are trying to effectively position their portfolios, leading to dispersion entry points coming into greater focus.

OCT 07, 2024

Union Investment Adds Vol Convexity Strategy to Defensive Mandate

USD471 billion Union Investment is adding a new strategy that sells S&P options and buys VIX calls to its quantitative, alternative risk premia portfolio as a way to hedge market volatility more quickly and efficiently. The strategy will be live in the mandate in the coming weeks.

OCT 02, 2024

Institutions Look To CTAs, Long Vol To Reduce Equity Beta And Improve Risk Adjusted Returns

Toby Goodworth, head of liquid markets at bfinance in London, said institutional investors in North America and Europe are looking to remove equity beta to improve the overall sharpe ratio and risk adjusted returns in their portfolios. This comes as they are seeking market independent return streams to achieve defensive diversification. To do this, Goodworth […]

OCT 01, 2024

Asset Owners Look To Reactive Trend Strategies For Crisis Alpha

JPMorgan’s QIS desk is seeing growing interest from asset owners in its trend model, which combines volatility and credit strategies for improved reactivity in the current environment of heightened volatility and uncertainty.

SEP 24, 2024

Vol PM Flags Complacency Risk, Eyes Long Vol Strategies

Alexis Maubourguet, founder and chief investment officer at ADAPT Investment Managers in Switzerland, said market fragility and positioning are a real concern heading into the end of the year. He said he likes strategies with a long volatility profile as a way to avoid complacency in his portfolio as the market withstands volatility blips.

SEP 09, 2024

January 26, 2027

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