The Epidemiology of Volatility Management – Rick Roche, CAIA. Moderated Webinar…
Volatility, like infectious disease, is transmitted through common sources of infection. The common sources of infection for volatility transmission is through news and market contagion.
Assuming implied volatility is an unbiased estimate of future realized volatility is an often-made mistake. Distortions in prices of VIX-linked instruments and equity indices often times create opportunities for investors willing to take the other side of the volatility trades.
The CBOE Volatility Index – the VIX, VIX futures and options provide a window into estimates of expected volatility– such estimates often have inverse correlation to market price-movement. Discover how Little Harbor Advisors’ subsidiary, Thompson Capital Management, employs quantitative analysis to manage and mitigate portfolio volatility
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Meet Mike and Matt Thompson, both are CFA charterholders, and hear how they have used volatility dynamics in the Alpha Seeker™ and U.S. Equity Smart Index™ strategies.