News category: Volatility Strategies
In Quant We Trust - EQD+ Weekly
Apr 18, 2025
Trend followers have had a bumpy ride this year. Quant hedge funds were hit by market volatility caused by Trump’s on-again-off-again tariff policies. While the immediate impact has been painful, some believe that such macro disruptions could ultimately set the stage for more favorable trading conditions down the road.
Continue readingOptionMetrics Readies Gamma Model To Track Intraday Vol
Apr 17, 2025
OptionMetrics, a New York-based data and research firm specializing in volatility, options pricing, futures data and forecasting, is developing a new gamma inventory model.
Continue readingU.K. Pensions Choose Equity Derivatives To Drive Returns, Boost Liquidity
Apr 15, 2025
U.K. pension funds are choosing equity derivatives strategies to generate returns and manage downside risk.
Continue readingNeuberger Berman’s Index, ETF Options Strategy Profits From Recent Vol
Apr 15, 2025
USD481 billion Neuberger Berman has developed strategies using index and exchange traded fund options to profit from market fluctuations across the S&P 500, MSCI Emerging Markets and MSCI EAFE.
Continue readingHot N Cold - EQD+ Weekly
Apr 11, 2025
We were warned that this year’s markets would test our agility, and this week proved it. We saw drops that are pretty similar to late 2008 or the infamous Black Monday of 1987. Aviva’s Patrick Bartholet said this isn’t your typical volatility blowup, it’s more of a beta story.
Continue readingLiquidity Challenges Call For Stronger Risk Management
Apr 11, 2025
Liquidity was strained during the recent selloff, exposing vulnerabilities across global markets. Aviva’s Patrick Bartholet said liquidity gaps highlight the need for robust risk management strategies.
Continue readingTidan Capital Increases Single Stock Exposure Amid Rising Vol
Apr 9, 2025
Tidan Capital increased its exposure to single stock volatility amid recent market swings.
Continue reading36 South: Long Vol Is A Source Of Alpha And Liquidity In Uncertain Markets
Apr 7, 2025
Long volatility is emerging as a key source of uncorrelated alpha and liquidity. With cross-asset dislocations and rising inflation risks, 36 South’s Jack de la Fargue says it is no longer just a tool for protection.
Continue readingA Whole New World - EQD+ Weekly
Apr 4, 2025
If this week you were hoping for some clarity and maybe a little market stability, you’re out of luck. On Wednesday the U.S. administration confirmed a minimum tariff of 10% will be applied to all imports, with reciprocal tariffs ranging from 0-to-99% and the initial market reaction was very, very bad. I was having coffee with Lombard Odier’s macro whiz Florian Ielpo just hours before the announcement and we were talking about…
Continue readingInstitutions Ramp Up Short Dated U.S. Index Options To Navigate Vol
Apr 1, 2025
Short dated U.S. index options are proving popular among institutional investors looking to mitigate risk and enhance returns.
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