Quantitative Strategies Volatility Strategies

JPMorgan Sees Clients Mix Carry And Defensive Strategies

Oct 4, 2023

Institutional investors are interested in strategies that can generate positive carry in normal market conditions while maintaining some defensive allocations. This is achieved through a balanced portfolio of hedging strategies and equity volatility trades, such as short gamma and dispersion, said Arnaud Jobert, managing director, co-head global strategic indices at JPMorgan in London.

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