Using The Dynamics of Market Volatility to Manage Risk
Embedded in U.S. equity market volatility is valuable information that can be used to estimate near-term market price-movement. The recent market disruption provides a live test of this thesis. The Cboe Volatility Index® (VIX) and VIX futures provide a window into estimates of coming volatility on dual time horizons, such estimates often times have inverse correlation to market price-movement. Discover how Little Harbor Advisors’ subsidiary, Thompson Capital Management, has employed a quantitative analysis of market volatility in their investment process since 2011. Tactical exposure to market beta is a risk management tool that seeks to lessen the impact of market down-turns and enhance performance during market rallies.
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Meet Mike and Matt Thompson, both are CFA charterholders, and hear how they have used volatility dynamics in managing SMAs and ETFs.