Newsletters & Updates


Capstone Insights_The Right Tail, The Right Question Capstone Investment Advisors
Capstone Insights_ Ahead of the Curve: Options Trading as a Portfolio Diversifier: Pilot or Passenger? Capstone Investment Advisors


Post-Modern Equity Portfolio Allocation Neuberger Berman
Societe Generale Insights Digital Hub Societe Generale
The VIX Index and Volatility-Based Global Indexes and Trading Instruments Cboe
Investing in Volatility: the Recipe for Success ADAPT, 1798 Lombard Odier Investment Managers
Volatility Multidimensional Regimes and Execution Performance Quantitative Brokers
Derivatives Markets After the Covid-19 Crisis Eurex
Dominice Performance Analysis of Long Volatility and Relative Value Volatility Strategies Dominice


LFIS Drivers Behind ARPs Difficult Year LFIS
MSCI Exchange-Traded Derivatives in Today’s Market Structure Eurex
Party Like It’s 2017? True Partner Capital
Long Vol Losses: Where Do They Come From? OptionMetrics
Your Risk Aversion is My Reward Lake Hill
Risk Premium Investing – A Tail of Two Tails (Japanese Translation) Capital Fund Management
Risk Premium Investing – A Tale of Two Tails Capital Fund Management


Asian Retail Structured Product Overview Societe Generale
Capturing HSCEI Convexity Premium in a Risk Mitigating Construct Societe Generale
Volatility May Be Low But is is Cheap? Capstone Investment Advisors
The Tao of Tail 36 South Capital Advisors
China Trade War Kevin Nealer, Ryan Hass, Bob Goldberg, and Tom Gallagher
Korea: Modest Agenda for Talks Could Keep Korea Risk Low Kevin Nealer, Ryan Hass, and Bob Goldberg
Volatility and the Alchemy of Risk Artemis Capital Management
Getting the Most out of Your Quant Team Beacon Platform
Profit from Behavioral Biases in Volatility and Asset Allocation Decisions WallachBeth


What will happen if VIX spikes? Barclays
CTAs and Rising Interest Rates: Is the Party Over? R.G. Niederhoffer
Bottoms up for volatility True Partner Capital
Korean Autocallables Update Morgan Stanley
Price of Portfolio Protection At All-Time Low Argentière Capital
Elections Have Consequences Macro Risk Advisors


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


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


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


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


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