Sun, May 1, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

Expertise on volatility

Wednesday, June 20, 2007
Mean reversion is driven by pain and pleasure rather than greed and fear.

A SQUARE :: 20Jun07 Expertise on volatility
Category Volatility
Faculty Peter Van Kleef
Expertise Volatility
Author Sona Blessing
Faculty Name
Losses are often the result of “bad luck” - and suggest that the strategy being followed is one that is based on luck as opposed to skill. This is cause for concern. Hence it is important to determine and understand what caused the drawdown rather than fret over the fact that it exists. The nice thing about volatility is that keeping relative prices at unreasonable levels is very expensive. Mean reversion for closely related products therefore tends to be exceptionally reliable.
Download this research The many benefits of an A SQUARE subscription Recommend to a friend

<< A SQUARE archive sorted by date    << A SQUARE archive sorted by category

 Article link
More research related to Volatility

[13Nov08] [Commodity, Volatility] A fund that focuses on trading energy related commodity, equity futures
YTD return as of 31Oct. ’08 of +30.88%

Download

[28Oct08] [Volatility Trading] A smile volatility fund
Designed to offer portfolio protection in market environments such as these ...

Download

[12Mar08] [Volatility] Option Volatility Strategy
The strategy captures the excess premium between implied and realised volatility on the S&P 500 index using a butterfly unit

Download

[20Feb08] [Volatility] Benchmark index for the volatility trading space
Facilitate performance comparisons between volatility traders, and other alternative investment strategies

Download

[19Sep07] [Volatility] Solaris Opportunity Fund
Access to hedged option trades primarily using butterfly spreads and volatility spreads

Download

[05Sep07] [Volatility] "Volatility can make your P&L smile"
Most prudent traders will always be long “the wings” and long “teenies” which means having long positions in far out of the money options that are nearly worthless but can be become very valuable once markets start to become erratic.

Download

[20Mar07] [Volatility] Da Vinci Fund
The fund generates performance from volatility as an asset class

Download
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n