Newsletters & Updates

2017

Elections Have Consequences Macro Risk Advisors

2016

Trading Relative Value Between Credit and Equity Volatility BNP Paribas
Capstone Overview of Option Strategies Capstone Investment Advisors
Signal Processing – Strategy Crowding Part I Deutsche Bank Markets Research
Signal Processing – Strategy Crowding Part II Deutsche Bank Markets Research
US Interest Rate Strategy Morgan Stanley Research
An Allocator’s Perspective on Volatility Trading Strategies Credit Suisse Asset Management
Energy Prices, Credit Markets and Risk Taking Macro Risk Advisors

2015

Global Volatility Summit Newsletter Parallax
A Look at the Price of Volatility around Energy Market Draw-Downs Macro Risk Advisors
Short Volatility Positioning A Cause for Concern Barclays
The Volatility Risk Premium Across Energy Market Sectors. An Opportunity During Periods of Higher Realized Volatility? Nations Shares
Options Know Something That You Don’t Societe Generale
Credit Derivatives Strategy – Credit Options Overview Morgan Stanley Research
Global Volatility Summit Newsletter Fotress Convex Strategies Group

2014

Tail Hedging Overview Capstone Investment Advisors
Option Skew The Many Measures And What They Tell Us ISE NationsShares
GVS 2014 – Volatility 101 Session
Global Volatility Summit Newsletter Fotress Convex Strategies Group
Gauges for Tools for Portfolio Protection – VIX, SPX, SKEW, and Term Structure CBOE
A New Normal in Equity Repo BNP Paribas
A Century of Low Volatility Macro Risk Advisors

2013

What impact can the Fed’s Communication Strategy have on market volatility PIMCO
Volatility White Paper Ionic Capital Management
VIX Exchange Traded Products…Growth and Risk Impact Macro Risk Advisors
Santander Volatility Trading Primer – Part II
Santander Volatility Trading Primer – Part I
Relative Value trading opportunities in 2013 BlueMountain
Portfolio Hedging and Basis Risk Pine River Capital Management
Mike Edleson Presentation – TRIP Protection 2 Mike Edleson
Market Reaction to Tapering Fortress Convex Strategies Group
An analysis of Skew, Term Structure and Cross Asset Correlations Ionic Capital Management

2012

The Relationship between Debt levels and Equity Volatility Pine River
The Intersection of Monetary Policy and Volatility Markets PIMCO
The Future of Volatility 36 South
Tail risk hedging, anyone Man Group
Supply and Demand Pressures on Volatility Products Capstone
GVS 2013 Newsletter_Artemis – Part II
GVS 2013 Newsletter_Artemis – Part I
Equity Volatility Micro, Macro, Systemic and Now Political Macro Risk Advisors
Challenges and Opportunities in Tail Risk Hedging Part II Fortress
Challenges and Opportunities in Tail Risk Hedging Fortress
An Outlook for Tail Hedging in 2012 BlueMountain