Volatility Strategies

Dispersion Is Having A Moment, But It’s Complicated

Jun 18, 2021

It’s a golden time for dispersion funds, some say, with idiosyncratic stock moves everywhere and still-elevated index volatility levels. But dispersion can come in a lot of different flavors and not everyone seems to agree 2021 is setting up for a dispersion bonanza. EQDerivatives’ Elinor Comlay spoke to portfolio managers to find out what’s happening with the strategy.

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