​Weekly: Vol Catalysts Open Hedges; VIX Weeklys Grow

Dec 4, 2015

In November, E.U. officials signalled they may have to delay the MiFID II package given the pressures facing financial market participants, particularly in adapting their I.T. infrastructure to new transparency requirements. This has since been backed up by news reports that European MEPs will not oppose the delay. This week we investigate how the delay could potentially open an opportunity for European lawmakers to review the legislation surrounding transparency. Redington’s Dan Mikulskis also spoke with us this week about his firm’s approach building downside protection into portfolios via allocations and investment strategies, as well as his perception of those relative value funds that trade volatility as an asset class. Also in the U.S., those looking to hedge equity exposure in the lead up to a number of potential volatility catalysts on the horizon should take advantage of relatively cheap short-dated put spreads on the S&P 500, while in the Asia, CBOE’s Russell Rhodes files from the bourse’s Risk Management Conference in Hong Kong.

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