Mon, Dec 22, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
A SQUARE

A smile volatility fund

Tuesday, October 28, 2008
Designed to offer portfolio protection in market environments such as these ....

A SQUARE :: 28Oct08 A smile volatility fund
Category Volatility Trading
Author Sona Blessing
Strategy exploits the undervaluation of best performing stocks of this basket and the undervaluation of the worst performing stocks of the same basket
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 Trading

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

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

[07Aug07] [Environment Led Derivative Trading] Attunga Enviro Opportunities Fund
Fund invests and trades derivative products affected by, or those that influence environmental outcomes

Download

[24Jul07] [Carbon Trading] CER-EAU Spreads : 2 experts' opinions
A debate on whether CER-EAU spread will converge

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

[06Mar07] [Carbon Trading] Climate Change Investments
A fund that invests in green house gas (GHG) emission credits compliant with the Kyoto Protocol and the EU Emissions Trading Scheme (EU ETS).

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. Investing - Big hedge funds win again on PetSmart, Riverbed, RBS sells real estate loans to hedge fund Cerberus, Talisman energy speculation: Which hedge funds could benefit?[more]

    Big hedge funds win again on PetSmart, Riverbed From CNBC.com: Another week, another set of wins for activist investors. On Sunday, pet supply retailer PetSmart agreed to the largest leveraged buyout of the year at $8.7 billion. Hedge fund firm JANA Partners had been pushing for a sale a

  2. Outlook - Hedge fund manager who remembers 1998 rout says prepare for pain, Bond guru Bill Gross predicts U.S. economic growth to dip to 2%[more]

    Hedge fund manager who remembers 1998 rout says prepare for pain From Bloomberg.com: Stephen Jen landed in Hong Kong in early January 1997 as Morgan Stanley’s newly minted exchange-rate strategist for Asia. He was soon working around the clock when investors began targeting the region’s

  3. Investing - Hedge funds get boost from healthcare in 2014, Paulson & Co takes stake in Salix on heels of inventory issues[more]

    Hedge funds get boost from healthcare in 2014 From Valuewalk.com: The healthcare sector started the year on a turbulent note, as stocks of many major biotechnology companies were battered. However, most of the players in this sector have bounced back. The BarclayHedge Healthcare & Biotec

  4. Opalesque Exclusive: U.S. legal receivables fund launched in August[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Investing in asset-backed receivables is a strategy that has been an integral part of the alternative investment space within the overall fixed income asset c

  5. Comment - High fees and low performance hit hedge funds[more]

    From FT.com: Disenchantment over high fees and lackluster performance may finally be turning the tide against hedge funds, fresh data suggest. Despite generally weak returns since the global financial crisis, hedge funds have enjoyed positive net inflows every year since 2010. This helped assets und