People Moves Volatility Strategies

ABR Dynamic Funds’ Short Vol Fund Changes Strategy

Oct 5, 2020

ABR Dynamic Funds is switching up its actively-managed short volatility fund after this year’s spike in volatility forced the short volatility futures program largely into cash. The fund’s previous aim of capitalizing on the “long-term historical downward trend” of the Cboe Volatility Index, while mitigating the impact of sudden price appreciation in VIX futures, saw

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