Fri, May 6, 2016
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. 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

  2. Opalesque Exclusive: Hedge fund talent, fees take a hit at the Milken Global Conference[more]

    Bailey McCann, Opalesque New York: It's been a rough year for hedge funds and now, even other managers are panning them. "Frankly, I’m blown away by the lack of talent," was Point 72 CEO Steven Cohen's assessment of trying to find candidates to hire in the investment business at a panel o

  3. Hedge funds fell in April as alternative UCITS surge in Europe[more]

    Komfie Manalo, Opalesque Asia: Hedge funds shed more in April with the Lyxor Hedge Fund Index down 0.9% during the month (-2.8% YTD), but there was some good news with alternative UCITS showing strong inflows in Europe. In its Weekly Briefing, Lyxo

  4. Global hedge funds recover in April on resurging energy commodities[more]

    Komfie Manalo, Opalesque Asia: Global hedge funds recovered in April with the HFRX Global Hedge Fund Index gaining +0.41% last month (-1.47% YTD), while the HFRX Market Directional Index gained +5.31% during the same

  5. AIG lost $349m in hedge fund portfolio in Q1[more]

    Komfie Manalo, Opalesque Asia: Large US insurance group AIG lost a net $183m for the first quarter 2016, year-on-year. The group blames the loss on the impact of market volatility on investments, as well as net realised capital losses and restructuring costs. Its hedge fund portfolio made a n