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.

Cboe Volatility Index® represents a measure of the market’s expectation of 30-day forward-looking volatility of the U.S. stock market, derived from real time, mid-quote prices of S&P 500® Index call and put options. The S&P 500® Index is a market capitalization-weighted Index of the 500 largest U.S. publicly traded companies. “Beta” refers to the volatility of a portfolio in comparison to the market as a whole. This Webinar is offered to investment professionals for information purposes only. Little Harbor Advisors, LLC makes no warranty, express or implied, as to the information described or used in the Webinar. Little Harbor Advisors does not guarantee the accuracy and/or the completeness of any data included in the Webinar and has no liability for any errors or omissions in the data presented, or in the case of interruption of internet service. Opinions expressed are those of the particular presenter and should not be considered as investment advice or as a forecast or guarantee of future events.

We believe that managing beta is a good source of alpha.