Sentences with phrase «tail risk index»

For traders looking for volatility - based protection, the strategists recommend going long the SGI US Equity Tail Risk Index, which hedges long equity exposure.

Not exact matches

As I've regularly noted in recent months, our immediate outlook is essentially flat neutral for practical purposes, though we're partial to a layer of tail - risk hedges, such as out - of - the - money index put options, given that a market decline on the order of even 5 % would almost certainly be sufficient to send our measures of market internals into a negative condition.

In their November 2017 paper entitled «Tail Risk Mitigation with Managed Volatility Strategies», Anna Dreyer and Stefan Hubrich examine usefulness of managing volatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance measurements.

In their November 2017 paper entitled «Tail Risk Mitigation with Managed Volatility Strategies», Anna Dreyer and Stefan Hubrich examine usefulness of managing volatility in this way as applied to the S&P 500 Index over a long sample period and across a range of performance measurements.

The CBOE Eurekahedge Volatility Indexes comprise four equally - weighted volatility indices 窶 ・ long volatility, short volatility, relative value and tail risk.