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The GVS brings together volatility and tail hedge managers, institutional investors, thought-provoking speakers, and other industry experts to discuss the volatility markets and the roles volatility strategies can play in institutional investment portfolios. The GVS aims to keep investors updated on the volatility markets throughout the year, and educated on innovations within the space. Capstone Investment Advisors has provided the latest piece in the GVS newsletter series.
Graham Capital Management – From Noise to Signal: Positioning Beyond the Narrative Regime
From Noise to Signal: Positioning Beyond the Narrative Regime Graham Capital Management From Noise to Signal: Positioning Beyond the Narrative Regime Read Article
Graham Capital Management – Macro Across Monetary Regimes
Macro Across Monetary Regimes Graham Capital Management Macro Across Monetary Regimes Read Article
Equity Financing Demand Dynamics for AIR TRFs
Equity Financing Demand Dynamics for AIR TRFs
Japan’s Single Stock Options Markets Primed for Revitalization after Regulatory Improvements
Japan’s Single Stock Options Markets Primed for Revitalization after Regulatory Improvements
Expected Market Impact and Use Cases for Daily EURO STOXX 50® Options
Expected market impact and use cases for Daily EURO STOXX 50® Options
H2 Flash Survey Stock Up
H2 Flash Survey Stock Up: Investors Set to Increase Hedge Fund Equity Bets by Year End
The New Nasdaq-100® Index Options (NDX) Marketplace
The New Nasdaq-100® Index Options (NDX) Marketplace
ADAPT Investment Managers – Risk Premia Expansion Compression Cycle
ADAPT Investment Managers – Global Macro RISK PREMIA EXPANSION / COMPRESSION CYCLE
Graham Capital Management – Challenges and Opportunities for Risk Assets
Graham Capital Management – CHALLENGES AND OPPORTUNITIES FOR RISK ASSETS
Aspect Capital Insight Series – Capturing Unpredictability – Trend Following Alpha
Aspect Capital Insight Series – Capturing Unpredictability – Trend Following Alpha
QIS – a Viable Alternative to Volatility Hedge Funds?
QIS – a Viable Alternative to Volatility Hedge Funds?
SECOR – Costless Collar and Equity Hedging vs Tail Risk Hedging
SECOR – Costless Collar and Equity Hedging vs Tail Risk Hedging
Eurex – Daily Options
Eurex – Daily Options Additional information found on Eurex’ landing page
Modernizing the Diversification Toolkit: Allocating to Defensive Alternatives
Modernizing the Diversification Toolkit: Allocating to Defensive Alternatives
Regime Change Resilience: Rebooting Risk Mitigation with Structural Diversifiers
Regime Change Resilience: Rebooting Risk Mitigation with Structural Diversifiers
Societe Generale: Insights Digital Hub
Société Générale Insights Digital Hub Insights Digital Hub In–depth insight to navigate complex markets Read Articles
Hedging 2.0 – A Brief Introduction to Designing a Defensive Portfolio
Hedging 2.0 – A Brief Introduction to Designing a Defensive Portfolio
Equity Hedging: Practical Applications in a Challenging Environment
Equity Hedging: Practical Applications in a Challenging Environment By Scott Freemon, Head of Strategy and Risk Introduction Complex macro and geopolitical events have made this
Monetizing Nasdaq-100® Tail Hedges
Monetizing Nasdaq-100® Tail Hedges Testing the Effectiveness of Implied Volatility Signals Study Summary We explore the effects of an implied volatility based monetization scheme on
Gaining Momentum: Where Next for Trend-Following?
Gaining Momentum: Where Next for Trend-Following? We investigate trend-following’s strong performance in the first five months of 2022 and, more importantly, what we might expect
The Anatomy of the Sell-Off
The Anatomy of the Sell-Off GLADIUS SOLUTIONS – VOLATILITY VIEWS | Q3 2022 The manner and dynamics which a market exhibits as it moves to
Risk Perception Has Changed Post-COVID Market Crash
Risk Perception has Changed Post-COVID Market Crash Markets are well on their way to posting another record year and the Covid crash now looks like
Are S&P 500 Straddle Trades as Cheap as They Seem?
Are S&P 500 straddle trades as cheap as they seem? Several commentators, including Cornerstone, are highlighting how cheaply investors can now put on one-week straddle