Amundi Japan Preps Upside Overlay, Sees Positive Outlook For Asia Vol

Amundi has started developing an overlay strategy that seeks to offer institutional investors leverage on the upside with limited downside risk on Japanese equity markets using Nikkei 225 options. This comes as the market rally in Japan this year has created more appetite for leverage, particularly for low volatility strategies that are lagging the current rally, said Philippe Imhoff, portfolio manager at Amundi Japan.