Quantitative Strategies Volatility Strategies

Dislocated Options Market Stunts Hedged Equity Strategies, Opportunities Eyed

Jul 23, 2024

USD2.1 billion San Francisco-based manager QVR Advisors said hedged equity investors are facing structural pressures in the options market. Scott Maidel, head of the hedge fund business at QVR, said that the massive trade flow in hedged equity strategies, supported by hundreds of billions in assets under management growth, is contributing to a large and still growing structural dislocation in options markets.

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