Tue, Sep 23, 2014
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. SEC charges 19 investment firms and one trader for breach of Rule 105[more]

    Benedicte Gravrand, Opalesque Geneva: The Securities and Exchange Commission (SEC) started a push to enhance the enforcement of Rule 105 of Regulation M last year to uncover hedge funds and private equity firms that have illegally participated in an offering of a stock after short selling it duri

  2. Outlook - Julian Robertson: There are two bubbles that can bite us[more]

    From Businessinsider.com: Legendary hedge fund manager Julian Robertson gave a warning about two bubbles that could "bite us" at Bloomberg Market's Most Influential Summit. "I agree with the fact that the economy is definitely getting better. I think the cause of that is two bubbles that will

  3. Fund managers, bullish on Europe, anticipate monetary policy separation of Fed and ECB[more]

    Komfie Manalo, Opalesque Asia: At least 202 fund managers with $556bn of assets under management said that while the European Central Bank (ECB) has eased its monetary policy that sent sentiments towards Europe to pick up, the Fed is expected to hike its rate in the spring of 2015. Investor

  4. Institutions - North Carolina workers call on state pension to dump up to $6bn in hedge funds, UK pension fund criticizes hedge fund fees[more]

    North Carolina workers call on state pension to dump up to $6bn in hedge funds From Forbes.com: The State Employees Association of North Carolina this afternoon called on state Treasurer Janet Cowell to withdraw all investments in hedge funds, which appear to amount to approximately $6 b

  5. News Briefs - Limited partners of investment managers may be subject to self-employment taxes, Just one week left until NYC's Rocktoberfest[more]

    Limited partners of investment managers may be subject to self-employment taxes On September 5, 2014, the Internal Revenue Service (“IRS”) issued Chief Counsel Advice 201436049, concluding that members of an investment manager were subject to self-employment taxes with respect to their e