News category: Event Coverage
Can The Market Handle The Insatiable Appetite For Option Income ETFs? - Global EQD
Jun 4, 2024
Some market participants are concerned about how the rapid growth of option income exchange-traded funds could impact the volatility market.
Continue readingSwaption Vol Is Not Necessarily High, Says Nomura - Global EQD
Jun 3, 2024
Anthony Morris, global head of quantitative strategies at Nomura, used his stage time at Global EQD at the Wynn in Las Vegas to highlight what he considers to be common misconceptions in volatility investing.
Continue readingDiversification, Crowding Are Front And Center Issues For QIS Managers - Global EQD
Jun 3, 2024
Quantitative investment strategies offer great diversification benefits but there are concerns about crowding, a panel of investors agreed at Global EQD.
Continue readingETFs Drive Vol Selling - Global EQD
May 31, 2024
The supply of volatility and gamma in the market is mainly coming from exchange traded funds that use derivatives, said Robby Knopp, co-head of S&P options trading at Optiver U.S.
Continue readingBNP Paribas Blends QIS Strategies To Monetize Volatility - Global EQD
May 30, 2024
Julien Turc, head of the quantitative investment strategies lab at BNP Paribas, said quantitative investment strategies can help investors benefit from market fluctuations by systematically monetizing volatility in financial markets.
Continue readingLow Implied Vol Can Spur Product Innovation - Global EQD
May 30, 2024
Even as low implied volatility and crowding may be whittling down opportunities for some popular options strategies, increased market access and back-end developments are helping investors to new sources of returns, panelists argued on day one of Global EQD.
Continue readingSG Pitches New Overlay, AI-Based Systematic Strategies - Global EQD
May 29, 2024
Société Générale proposed new quantitative investment strategies as well as new use cases for QIS in a presentation at Global EQD at the Wynn in Las Vegas.
Continue readingInvestors Are Looking For More Defensive Strategies - Global EQD
May 29, 2024
Devang Gambhirwala, managing director and portfolio manager at PGIM Quantitative Solutions, said the asset manager is seeing further interest in defensive strategies in which investors can participate on the upside, but still have downside protection.
Continue reading0DTEs Are Balanced And In Demand From Buysiders - Global EQD
May 28, 2024
Robby Knopp, co-head of S&P options trading at Optiver U.S., said zero days to expiration options flow is balanced, counteracting the narrative that was making headlines last year.
Continue readingMore Investors Pick Derivatives For Risk Management - Global EQD
May 28, 2024
Panelists on day one at Global EQD in Las Vegas spoke about how more and more investors are turning to derivatives strategies for portfolio risk management.
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