​Short Vol Funds Adapt, Q4 Ripe For Strategies

Oct 9, 2015

Short volatility funds have been adapting their strategies, such as extending option durations or triggering adjustment protocols, following the influx of vol since mid-August. Rob McGlinchey spoke with Seth Shalov, a partner at MAI Investment Management, and David Bedford, principal at Crescent Bay Capital Management, on how the market appears ripe for short volatility strategies in Q4.

Restricted content

You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.