People Moves Quantitative Strategies Volatility Strategies

VIX/VSTOXX Futures Aid Performance, Diversification In LFIS’ Perspective Fund

Apr 20, 2021

Edouard Laurent-Bellue, partner and deputy chief investment officer at LFIS Capital, said volatility spreads across geographies, specifically European volatility versus U.S. vol, is one strategy that aided performance this year in the firm’s EUR 112 million multi-asset program, Perspective.

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