complex topics made transparent
Gain INSIGHT on complex issues driving currency overlay and short volatility investing.
Holger Bang, CFA,
Head of Portfolio Management
„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.
Chief Investment Officer
„Currency overlay management – systematic management of existing currency risks“
Foreign currency risks are often undesirable, but unavoidable side effects of an internationally diversified portfolio. In this INSIGHT we give you an overview of how currency risks can be managed through currency overlay strategies.
Tom Pansegrau, CFA,
Senior Portfolio Manager
„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
„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 effectiveness 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.