Volatility Strategies

Institutional Investors Eye Commodity Vol Carry: Australia EQD

Sep 7, 2023

Institutional investors are seeking the benefits of commodity volatility carry strategies that sell vol aiming to capture the positive differential between implied and realized volatility, Faheem Osman, managing director and global head of QIS structuring at Macquarie, told attendees at Australia EQD in Sydney on August 31.

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