Sentences with phrase «derivative strategies»

He has significant experience in portfolio risk management and development of derivative strategies and quantitative research.

Professional traders use fundamental and technical derivatives analysis to seize the right opportunity and structure the most profitable derivatives strategy.

It is definitely cheaper and simpler than taking many individual short positions or executing complex derivative strategies (which sophisticated investors generally use to protect themselves in a bear phase).

The problem will be even more acute with indexed investors who will probably implement derivative strategies using the most liquid securities in the representative indices.

Stacey Gilbert, head of derivative strategy at Susquehanna, discusses Spotify, Snap and GrubHub shares ahead of earnings.

Goldman Sachs» derivatives strategy team pointed out that a trade hedging against a moderate decline in the S&P 500 is reasonably priced.

«The currency is under pressure, people are «shorting» it like crazy — I think there's huge upside there,» Shing, global head of equity derivative strategy at the French bank, told CNBC Wednesday.

Their most recent work suggests that a globally diversified portfolio, even without resort to intricate derivative strategies or illiquid investments, might boost the annual returns of a 60/40 portfolio.

Previously, Julio spent ten years with Wells Capital Management, where he was instrumental in developing their municipal derivatives strategy.

For example: ICICI Prudential Equity Arbitrage Fund's investment objective is «to generate low volatility returns by using arbitrage and other derivative strategies in equity markets and investments in short - term debt portfolio.»

Analyze, build and test investment models that simulate the usage of different derivative strategies to mitigate interest rate risk and cash flow mismatches

The options market is also showing a level of unease among investors, said Stacey Gilbert, head of derivative strategy at Susquehanna.

The firm's derivatives strategy team has concocted a trade known as a put spread: Buy a specific number of S&P 500 contracts expiring in February with a strike price of 2,525, while selling the same number of February puts with a strike price of 2,400.

«We have seen the VIX jump nearly instantly from extremely low levels to 20 - plus,» Pravit Chintawongvanich, the head of derivatives strategy at MRA, said in a client note on Monday.

As a result, outsize price swings can hamper liquidity, making it difficult for markets to function properly when it's most crucial, says Kolanovic, JPMorgan's global head of quantitative and derivatives strategy.

So the earned public markets returns have mostly gone not to traditional «buy and hold» (usually smaller) investors, but to traders using leverage and derivative strategies to «game» returns.

Marko Kolanovic, JPMorgan's global head of quantitative and derivatives strategy, is firmly in that camp.

One big reason why shorting volatility can be dangerous is the ever - present possibility that the market will make a unexpectedly sharp move, according to Marko Kolanovic, the firm's global head of macro quantitative and derivatives strategy.

Those experts include Marko Kolanovic, JPMorgan's global head of quantitative and derivatives strategy, who has in the past said the shorting of volatility reminded him of the conditions leading up to the 1987 stock market crash.

In fact, in the second quarter filing, JPMorgan continued to use a disclosure practice that could prevent investors from detecting in the future whether the bank was pursuing the sort of derivatives strategy that got it into hot water.

Frank is responsible for quantitative index research and design covering fixed income and currency indices, derivative strategies, and other indexing concepts.

«The options market in the XLF in particular is looking for a bullish sentiment to come out of the Fed meeting, and that would likely be a rate hike here,» commented Stacey Gilbert, head of derivatives strategy at Susquehanna.

Investor sentiment has become quite fearful around some of these names, according to Stacey Gilbert, Susquehanna's head of derivative strategy.

As Marko Kolanovic, global head of quantitative and derivatives strategy at J.P. Morgan, wrote in a note following the «flash crash» on Monday:

But once I read up on their derivative strategies, they are a lot less complicated than you would think!

As Marko Kolanovic, global head of quantitative and derivatives strategy at J.P. Morgan, wrote in a note following the «flash crash» on Monday: