Volatility
Critics assail industry-sponsored study on HFT
Critics say industry-sponsored study into impact of high-frequency trading in futures markets is flawed
Solvency II extrapolation proposals feed volality debate
The European Insurance and Occupational Pensions Authority’s report on the long-term guarantees assessment has reignited the debate on the methodology for determining the risk-fee term structure. The authority’s proposals for a long extrapolation period…
Market memory and analysis key to better trading techniques
Unforgettable markets
German insurers turn to CPPI and volatility control to back new guaranteed policies
Ergo dynamic hybrid product leads new wave
Absolute Volatility Arbitrage Plus: Amundi Asset Management
13th Annual European Single Manager Awards 2013
Insurers look to volatility controls to support long-term guarantees
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging the guarantees. Louie Woodall examines how these…
Skylar’s Perkins sees potential for volatility in US natural gas
Bill Perkins believes rising demand and reduced risk warehousing will create opportunities for natural gas traders: video
Hadron Alpha Select Fund: Hadron Capital
13th Annual European Single Manager Awards 2013
‘Required return’ framework aids hedge fund allocation decisions
Rethinking risk and return
‘No panic’ as Nikkei volatility spikes, dealers say
Traders say no sign of short volatility hedging after Nikkei 225 plunges
US structurer of the year: Credit Suisse
US structurer of the year
36 South opens volatility hedge fund for US pensions
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
Falling correlations could give hedge funds bumper returns
A fall in asset-to-asset correlations could mean a good year for many hedge fund strategies, even though volatility is expected to remain relatively low, according to research from Axioma
Japanese banks recycle risk into Europe
Viva las vega
Market snapshot: making the most of volatility
Market snapshot
IndexIQ carves out hedge fund replication niche
Replicating success
Volatility structurers turn to FX and rates as equity disappoints
The volatility merry-go-round
Non-equity volatility could be the future for structured products
The volatility merry-go-round
