EQDerivatives Magazine Summer 2016 Edition Is Live!

The Summer 2016 edition of EQDerivatives Magazine is live! In this issue, we look at the aftermath of the Brexit vote, the performance of volatility funds and what trading strategies appear effective going in to the summer. We start off by detailing the views of portfolio managers at a recent private buyside event we held after the Brexit vote, where single stock, dividend, index and dispersion strategies going forward were discussed. We also take a deep dive in to strategies being offered to trade the EURO STOXX 50 / S&P 500 spread and why buysiders are slow in warming to the new regime. In Asia Pacific, we focus on the Nikkei 225 as we move nearer to the Bank of Japan policy board meeting at the end of this month. Its proving difficult to identify a specific trend in the index, although demand is increasing among investors for corridor variance swaps. On the cover this quarter are Jason Goldberg from PIMCO, Jon Loflin from Mariner Coria and Devin Anderson from Deutsche Bank. All three presented at Global EQD 2016: Loflin presented on ‘Approaches To Trading Equity Volatility Skew’, while Goldberg and Anderson discussed ‘Persistent Relationships In Equity Hedging.’ We provide write-ups of the major discussion points of the presentations as well as other sessions from the event. All this & more in the EQDerivatives Summer 2016 Edition!