Turbulent markets upend volatility hedge funds Since the shock of mid-March 2020, the VIX has declined and markets have become more subdued. Funds have been able to sell put options at higher than normal prices but often without having to pay out on them.

FX Futures in Currency Overlay In an interview with the CME Group, Holger Bang, CFA, Head of Portfolio Management, compares the use of FX Futures and FX Forwards.

Volatility Risk Premia and Diversification Tom Pansegrau, CFA, Senior Portofolio Manager notes great benefit in harvesting the risk premium across markets like fixed income or currencies, too.

Partner for Quantitative Solutions We offer our clients consistent added value through systematic and tailor-made solutions with the highest degree of transparency.

Changes in FX Market Structure The foreign exchange market has undergone structural changes in recent years. We shed light on the change in the liquidity structure and its implications.

Short Volatility Strategies make Sense The market distortions, caused by the COVID-19 pandemic have affected almost all investment strategies. Short volatility concepts also suffered, some incurred significant losses.