News category: Event Coverage
Aussie Investors Lean On U.S. Derivatives For Alpha Generation, Risk Management
Aug 19, 2024
Investors in Australia are implementing more equity derivatives strategies in their portfolios for better liquidity, tail risk management and alpha generation.
Continue readingBrazil Fund Likes Long Gamma In Current Markets
Jul 16, 2024
Domício Kulaif, partner and volatility portfolio manager at Sole Capital in São Paulo, said he is selling single name volatility and going long suppressed correlation via out-the-money options as a way to be long index gamma.
Continue readingQuant Strategies Primed For Expansion If Brazil Rates Go Lower - LatAm EQD
Jul 3, 2024
Everything is in place for rapid expansion of systematic strategies in Brazil, but development will hinge on domestic interest rates coming down further, prompting investors to seek out diversifying strategies.
Continue readingBrazil Options Market Can Follow U.S. Path For Expansion - LatAm EQD
Jul 2, 2024
Brazil’s option market has a realistic opportunity to expand by enhancing access, liquidity and technology, David Silber, head of institutional equity derivatives at Citadel Securities, told audience members at LatAm EQD in São Paulo.
Continue readingBrazil’s Risk Premium Is Persistent, Reflects Underlying Correlation - LatAm EQD
Jul 2, 2024
Brazil’s markets offer a unique, persistent risk premium that can be attractive to many investors, Benjamin Mandel, head of research at Jubarte Capital, told LatAm EQD last month.
Continue readingShort Dated Options Trading Picks Up In Brazil - LatAm EQD
Jul 1, 2024
Shorter dated options are gaining traction among investors in Brazil as a way to trade volatility around event news. Greater flexibility and expanded hedging opportunities are just some of the reasons investors around the world increasingly favor shorter term options.
Continue readingHigher Rates Makes Institutions Reconsider Factor Exposures - Global EQD
Jun 10, 2024
Samuel Hikspoors, senior director of portfolio construction, risk and research at Trans-Canada Capital, said that higher interest rates are causing the asset manager to pay closer attention to the beta exposures potentially affecting its portfolios.
Continue readingAsset Managers Monetizing Tail Hedges To Fight Downside Risk - Global EQD
Jun 6, 2024
Asset managers weighed in on different ways of using hedging strategies to generate liquidity, capitalize on market opportunities and diversify against factor risks on day two of Global EQD.
Continue readingCrypto’s Next Major Concern Is Capital Allocation, Not Regulation - Global EQD
Jun 5, 2024
Derek Devens, managing director and head of the options group at Neuberger Berman, said the next chapter for digital assets is addressing concerns about capital allocation.
Continue readingInstitutional Hedging Decline Weighs On Implied Vol Market - Global EQD
Jun 5, 2024
A drop-off in hedging activity among institutional investors is helping suppress implied volatility levels, panelists on a day two session at Global EQD agreed.
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