Tue, May 22, 2012
A A A
Welcome Guest
RSS RSS icon
Get FREE trial access to our award winning publications
A SQUARE

Benchmark index for the volatility trading space

Wednesday, February 20, 2008
Facilitate performance comparisons between volatility traders, and other alternative investment strategies.

A SQUARE :: 20Feb08 Benchmark index for the volatility trading space
Category Volatility
Author Sona Blessing
The managers included in the Index utilise many different strategies within the volatility trading sphere. Volatility strategies are also widely traded within multi-strategy funds, though access to these individual strategy returns is limited.
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

[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

[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
Today's Exclusives Today's Other Voices Banner More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Sciens managed account platform adds J E Moody Commodity Relative Value Program[more]

    From Investmenteurope.net: Sciens Fund of Funds Management Holdings, part of the Sciens Capital Management Group and provider of single- and multi-strategy funds of hedge funds and managed account services, has added J E Moody's Commodity Relative Value Program to its managed account platform.

  2. Opalesque Exclusive: Filtering risk premia to achieve diversification is the focus of consultants in the hedge fund space[more]

    By Beverly Chandler, Opalesque London: Towers Watson’s recent two papers on the state of the hedge fund industry were reported on in Opalesque. Damien Loveday,

  3. Opalesque Exclusive: Direct investment, managed accounts gain traction with family offices[more]

    Bailey McCann, Opalesque New York: Family offices are key sources of capital allocations for hedge funds. Peter Fletcher of the Parly Family Office has been investing in hedge funds for several years. Fletcher, now based in Switzerland was

  4. Opalesque Exclusive: Regulatory environment pushes more hedge funds to the cloud[more]

    Bailey McCann, Opalesque New York: The growing regulatory environment is pushing more hedge funds to the cloud according to the Abacus Group. Chris Grandi, managing director of the US-based cloud provider, explains that as the reporting and transparency burdens grow for funds many are moving i

  5. Litigation investing: The Sovereign Medicare Recovery Trust (SMRT) is a one-off specialty litigation case that is a secured loan to a plaintiff, major non-profit organisation. The Trust is paying investors a 9% return on capital (ie even if the case is lost, investors get capital returned plus 9%) in the best case (ie if the settlement were to exceed USD1 bn from a claim of approximate USD100 bn) it would offer a six to one plus the return of capital and 9%. It is low risk, as the plaintiff is escrowing funds to assure loan repayment...[more]

    The Sovereign Medicare Recovery Trust (SMRT) is a one-off specialty litigation case that is a secured loan to a plaintiff, major non-profit organisation. The Trust is paying investors a 9% return on capital (ie even if the case is lost, investors get capital returned plus 9%) in the best case (ie if the settlement were to exceed USD1 bn from a claim of approximate USD100 bn) it would offer a six to one plus the return of capital and 9%. It is low risk, as the plaintiff is escrowing funds to assure loan repayment...