complex topics made transparent

Gain INSIGHT on complex issues driving currency overlay and short volatility investing.

Holger Bang, CFA,

Head of Portfolio Management
June 7, 2019

„Answers to a changed FX market structure“
The foreign exchange market has undergone significant structural changes in recent years. The liquidity structure has changed, since established market participants have less risk-bearing capacity due to regulatory reasons and have to react to the emergence of new market participants.

Tom Pansegrau, CFA,

Senior Portfolio Manager
January 24, 2019

„The power of diversification in short volatility investing“
Reading about volatility/variance risk premium is mostly limited to equity markets. However, there is great benefit in harvesting the risk premium across other markets like fixed income or currencies.

Dr. Ulrich Janus,

Senior Quant Resarcher
May 30, 2018

„How currency overlay strategies can benefit from artificial intelligence“
Increasing availability of data and ever-growing computational capacity have helped to advance artificial intelligence methods, whose effective-ness until recently had been relatively limited. In the light of these developments it has become increasingly attractive to exploit the potential of AI for the quantitative hedging approach.

de en

Disclaimer

The content of our website is exclusively directed at professional investors in accordance with section 31a (2) WpHG. Therefore, we do not take the guidelines of section 4 WpDVerOV into account for the presentation of information for private clients. Thus, the contents detailed on our website are not suitable for private investors.

Our website uses cookies in order to improve user-friendliness. You will find more detailed information about the use of cookies in our legal notices.

By using the following button to go to our website, you confirm that you are a professional investor in accordance with the WpHG and that you have read and understood the legal notices. Furthermore, you confirm your agreement to the use of cookies by our website.

accept with cookies

accept without cookies

de en