Quantitative Strategies Volatility Strategies
Mate, Can I Borrow Another Couple Trillion?
May 21, 2025
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Markets Learn To Tango Without The Fed - The Weekly
Jun 13, 2025
Diversification isn’t just a nice-to-have, it’s a must have. With markets becoming more unpredictable and less reliant on central bank support, institutional investors are rethinking how they play the game.
Continue readingVol Prompts Rethink Of QIS, Hedging; Gold And Commodities Eyed
Jun 12, 2025
Losses incurred in April pushed institutional investors to rethink some of their quantitative investment and risk management strategies.
Continue readingHedge Funds Lean Into Intraday Rebalancing, Options On QIS Baskets
Jun 12, 2025
Hedge funds have become increasingly active in quantitative investment strategies focused on intraday rebalancing and options on QIS baskets.
Continue readingBuffered ETFs Gain Institutional Momentum As Hedging Needs Mount
Jun 11, 2025
Buffered exchange-traded funds are gaining momentum among institutions seeking precision and liquidity in volatile markets.
Continue readingWalleye PM Joins ADIA To Trade Systematic Vol
Jun 11, 2025
A former portfolio manager at Walleye Capital has joined ADIA, trading systematic cross-asset volatility strategies.
Continue readingInvestors Are Tapping Regional Vol, QIS Beyond The U.S.
Jun 10, 2025
Institutional investors are tapping into growing volatility and quantitative investment strategies opportunities beyond the U.S., driven by improved derivatives infrastructure in Asia and attractive risk-reward in Europe.
Continue readingMacro Volatility Drives Gamma, Alpha, Arbitrage Opportunities
Jun 10, 2025
Institutional investors are moving beyond passive beta toward tactical derivatives strategies as macro volatility and rising financing costs reshape risk management and alpha generation.
Continue readingInstitutions Scale Derivatives-Backed Indexed Annuities To Navigate Vol
Jun 9, 2025
Institutional investors, including asset managers and insurers, are increasingly leveraging indexed annuities using derivatives and model portfolio optimization for principal protection and risk adjusted returns amid heightened market volatility.
Continue readingMan Group's Rowe Leads Overlay Push As Institutions Move Away From Traditional Hedging
Jun 9, 2025
Matt Rowe, managing director and senior portfolio manager at Man Group in New York, is building out the firm’s global overlay capabilities.
Continue readingLiquidity Finds A Way - The Weekly
Jun 6, 2025
A lingering theme that keeps popping up is the quiet but steady shift away from the U.S. Sure, the headlines change, but the underlying trend has stayed the same: investors around the world are getting more nervous about the direction of U.S. markets. Even if everything magically stabilized tomorrow, the uncertainty has already left a mark in the minds of investors.
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