Sun, Jul 31, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Extracting performance from volatility
Radio Feature 20: Chris Biedermann in conversation with Sona Blessing
 
Monday, July 04, 2011

radio To share his experience with us on a tactical approach to investing in volatility is Chris Biedermann, managing director equity derivatives at Nomura.

 Download this feature as MP3 (9.81 MB)

 
Listen to the complete feature
Extracting performance from volatility

Duration: 10:42 

  logo

Or listen to selected sub-features
  • Q1 - Would you like to start by introducing the VIX and given that it is a non investable index how could one still hedge volatility? Couldn’t options be used tactically to short the S&P 500? Or an ETF that shorts the S&P 500? Why invest in the S&P VIX Mid Term Futures Index?

    Duration: 03:22 


  • Q2 - So why would you invest in the S&P 500 VIX Mid Term Futures Index vs. the S&P 500 VIX Short Term Futures Index?

    Duration: 00:42 


  • Q3 - Given that the S&P 500 VIX Mid Term Futures Index is investable - why the preference for an ETF wrapper?

    Duration: 02:11 


  • Q4 - Besides counterparty risk, there would be model risk, potentially the effect of over-crowing of trades witnessed by the S&P500 VIX Mid-Term futures Index … how would you look at minimising these risks and look to optimise the performance thereof?

    Duration: 01:09 


  • Q5 - Does the product capture intra-day volatility spikes?

    Duration: 00:36 


  • Q6 - When is the product likely to be a 100% invested and when not?

    Duration: 00:35 


  • Q7 - How has the product performed earlier this year (March for e.g. and particularly in May and June 2011)

    Duration: 00:50 


  • Q8 - Its place in, and the benefits of, including such a product in the portfolio?

    Duration: 01:30 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. Opalesque Exclusive: ArbitrOption outperforms benchmarks, up 7.18% in H1[more]

    Komfie Manalo, Opalesque Asia: Independent registered advisor ArbitrOption breezed through the tumultuous Brexit referendum and outperformed its benchmarks. ArbitrOption was up 7.18% in the first half of 2016 compared to the S&P 500 which gain

  4. Europe - European hedge funds shrink and shutter as turmoil hurts returns, Investors go bargain-hunting for U.K. property after Brexit vote, Brexit: Guidance for fund directors - what to know and what to ask[more]

    European hedge funds shrink and shutter as turmoil hurts returns From Bloomberg.com: Europe’s hedge-fund industry contracted for a sixth straight quarter as the U.K.’s decision to leave the European Union and concerns that China’s growth is slowing caused losses and forced some money man

  5. Platinum Partners starts liquidation of hedge funds following municipal union kickback scandal[more]

    Komfie Manalo, Opalesque Asia: Platinum Partners, the hedge fund in the middle of a New York City municipal union kickback investigation, is reported to be liquidating two of its funds, the New