Thu, Dec 18, 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. 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. 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

  4. 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

  5. Performance - Lansdowne, Man Group, other hedge funds profit from shorts in oil, Turmoil boosts hedge funds that bet against Russia, oil, CTAs post strongest returns since December 2010[more]

    Lansdowne, Man Group, other hedge funds profit from shorts in oil From Valuewalk.com: The rising short interest in oil companies implies that the worst for oil is yet to come. Data from Markit shows that short exposure in energy sector of S&P 500 is still looming close to the highest mar