Site Map Today's News
Fri, Sep 3, 2010
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

"Volatility can make your P&L smile"

Wednesday, September 05, 2007 Share
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..

A SQUARE :: 05Sep07 "Volatility can make your P&L smile"
Category Volatility
Faculty Peter Van Kleef
Expertise Volatility
Author Sona Blessing
Faculty Name
Discipline is the key here. Sometimes trading very diverse assets or products may seem to offer exceptional margin. But margin needs to be scaled by risk. If one loses the discipline to do so - it's usually the first step over the cliff
Download this research Buy A SQUARE subscription The many benefits of an A SQUARE subscription Recommend to a friend

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


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

[20Jun07] [Volatility] Expertise on volatility
Mean reversion is driven by pain and pleasure rather than greed and fear

Download

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

Download

Banner

Banner

Banner

Banner

Banner

Banner
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
Banner More Other Voices
Previous other voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: Elliott versus Absolute Return magazine case raises broader questions for hedge funds on transparency and information control[more]

    From Kirsten Bischoff, Opalesque New York: This Thursday (September 2, 2010) Absolute Return (AR) magazine is expected to file its response to hedge fund firm Elliott Associates, which demanded the media outlet divulge the source that leaked the firm’s investor letter (and which AR has said it w

  2. Opalesque Exclusive: Fat tail events occur five times more often than investors anticipate, says Welton Investment[more]

    From Kirsten Bischoff, Opalesque New York: With the roiling summer markets, news-making opinions such as Noster Capital’s anticipation of the second leg of the crisis, and the release of August Federal Reserve meeting minutes reflectin

  3. Investing – Titan Capital joins Black Swan’s Taleb in raising bets on crash, Hedge funds cut BofA for Citi, Hedge funds piled into energy stocks in Q2[more]

    Titan Capital joins Black Swan’s Taleb in raising bets on crash From Bloomberg/Businessweek.com: Titan Capital Group LLC, whose flagship volatility fund rose 21.6 percent as stocks tumbled in May, has raised bets on extreme market moves because investors’ views on the economic outlook ha

  4. Opalesque Exclusive: Coastal Partners’ Global Macro fund up 2.11% since April launch, is long gold, energy and yield[more]

    From the Opalesque team: Coastal Partners Global Macro (CPGM), which was launched in April, is managed by Robert Henrich, Managing Director of Bahamas-based Coastal Partners and partner Richard Russian, who produced a five year track record. In the early 1980s, Russian was, reportedly, one of the l

  5. Expertise on weather derivatives: CME’s platform is really geared at larger standardised contracts and our platform is geared at customised contracts[more]

    CME’s platform is really geared at larger standardised contracts and our platform is geared at customised contracts