​Notes From Macau: Crowding In The Short Side | Overweight Short Vol, Underweight FX Carry

Last week, EQDerivatives held its second annual Asia EQD conference at the MGM Macau. Over two days, delegates listened to the latest developments in the supply/demand dynamic in the region and ways in which to position going forward. Other topics of the conference included the perception of Asia equity vol performance during a selloff, systematic hedging and ways to improve a carry profile, analyzing option premium and the outlook for alternative risk premia. A selection of presentations and talking points from the conference are found below: