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Research, insights, and thought leadership from the GVS community.

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. 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.
Disclaimer

These materials are provided by conference participants for informational purposes only and should neither be construed as investment advice nor an offer to sell or the solicitation of any offer to buy any security. You understand that the material made available via this website are the works of individual authors, has been posted with the permission of the conference participant, and does not necessarily represent the views of Summit. No representation or warranty is made concerning the accuracy of any data compiled herein. Summit does not provide tax, legal or accounting advice.

Graham Capital

From Suppressed to Structural: The Return of Volatility

For more than a decade following the Global Financial Crisis, markets operated in an environment defined by low inflation, suppressed volatility, and extraordinary policy support. This paper argues that those conditions were not permanent, but rather the product of a unique macroeconomic and policy regime that has since broken down. As supply constraints, persistent inflation, deglobalization, and more active fiscal policy reshape the economic landscape, volatility is increasingly becoming a structural feature of markets rather than a temporary disruption. The result is a growing disconnect between how markets are priced and how the system now functions.

Nasdaq

The Nasdaq-100® (NDX®) Ecosystem: The Evolution to Power Investor Choice Worldwide

Since its launch in 1985, the Nasdaq-100 has evolved to become one of the world’s most robust index-based ecosystems with “true” large cap exposure – enabling a wide range of investment strategies with deep liquidity across investment vehicles and instruments that serve the needs of asset owners, advisors, and individual investors globally. Today, the Nasdaq-100 Ecosystem represents over $1.4 trillion of exposure to NDX through Exchange Traded Funds (ETFs), Mutual Funds, Insurance Products, Structured Notes, and Exchange-Traded Derivatives (as stated in Figure 4). Market participants have engaged with the Nasdaq-100 Ecosystem to create highly liquid derivatives markets alongside long-term investment vehicles. This white paper, the first of a series, seeks to define the Nasdaq-100 Index Ecosystem across investment approaches and vehicles while discussing the depth of liquidity that enables investors to efficiently and effectively deploy capital to implement their investment views.