Sentences with phrase «volatility trade»

We broadly define the short - volatility trade as any financial strategy that relies on the assumption of market stability to generate returns, while using volatility itself as an input for risk taking.

The Global Short Volatility trade now represents an estimated $ 2 + trillion in financial engineering strategies and share buybacks that simultaneously exert influence over, and are influenced by, stock market volatility.

... Key Technical Development: current Market Climate is characterized by an aggressive with a modest and declining volatility trading environment that had historically slightly positive for stocks.

... Key Technical Development: current Market Climate is characterized by a defensive with a modest and declining volatility trading environment that had historically slightly positive for stocks.

Artemis focuses on volatility trading through two private investment vehicles: The flagship Artemis Vega Fund and the Artemis Hedgehog strategy.

Dr Wang added: «The stock market patterns we detect are exploitable through an Olympic medal - based volatility trading strategy.

Quadratic's Nancy Davis, who predicted that the popular low volatility trade would implode, says the market will remain turbulent for some time.

«It's neither good nor bad,» said Michael Schmanske, head of United States index volatility trading at Barclays Capital.

The short volatility trade became outrageously overcrowded and there was simply a rush for the exit.

In the Prisoner's Dilemma, global central banks have set up the greatest volatility trade in history.

Volatility trading poses implications that can either make you money or lose that same opportunity.

Risk premia harvesting strategies are based on the premise that over time implied volatility trades higher than what is actually realized in the underlying market.

The Fund seeks to achieve its objective through premium collection from options, volatility trading designed to hedge or profit from either an increase or a decrease in S&P 500 index volatility, and trend following.»

You are probably exposing yourself to additional risk that is related to: Financial market volatility Trading patterns in the american market Taxation,...

I am trying to tippy toe into volatility trading and volatility strategies.

Amidst this, the disputed trades were the LIA's sole direct option transactions and, reportedly, the largest single - stock volatility trades made by Goldman Sachs.

The platform said it generated returns for users using Bitconnnect's trading bot and «volatility trading software», which usually averaged around 1 % per day.

Users lend their capital to Bitconnect's bitcoin volatility trading bot for a few days.

Further outflows resulted from index option gamma hedging, covering of short volatility trades, and volatility targeting strategies.

That triggered a swift unwinding in the short - volatility trade as investors were forced to buy VIX to close their positions.

In the April 2013 version of his paper entitled «Easy Volatility Investing» (the National Association of Active Investment Managers» 2013 Wagner Award runner - up), Tony Cooper explores the rewards and risks of five volatility trading strategies including simple buy - and - hold, price momentum, futures roll yield capture, volatility risk premium capture and dynamic hedging.

... Key Technical Development: current Market Climate is characterized by an aggressive with low but volatility trading environment that had historically positive for stocks.

Quadratic Capital Management's Nancy Davis — who correctly predicted the blowup in the volatility trade — sees plenty of opportunities.

One of the most vocal opponents of the short - volatility trade has been JPMorgan quant guru Marko Kolanovic.

It's just the latest sign of confidence in the short volatility trade, which has been one of the year's most popular and, by extension, crowded wagers.

Quadratic's Nancy Davis — who predicted the blowup in the volatility trade — on where she sees upside in the market.

You know, we've gone from one extreme at very low levels to historic levels at the beginning of this week as we saw some of that volatility trade unwind.

That meant a widely mimicked bet on low volatility was forced to unwind, causing pain for products linked to the volatility trade and sparking fears the Cboe's own trading volumes and related revenue would suffer as a result.

«XIV was basically a legal ponzi scheme,» one thread read on a forum dedicated to volatility trading.

The danger is that the multi-trillion-dollar short volatility trade, in all its forms, will contribute to a violent feedback loop of higher volatility resulting in a hyper - crash.

The multi-trillion-dollar short volatility trade, broadly defined in all its forms, can play a similar role today if inflation forces central banks to raise rates into any financial stress.

Some volatility trading systems use intra-day open, high, low (OHL) prices as part of their algorithms for determining when to trade.

Tags commodities trading, equity trading, implied volatility, options trading, volatility smile, volatility trading.

Volatility Trading: Speculative strategies designed to benefit from changes in market price based on volatility, rather than market direction.

Exhibit 2 illustrates the return / volatility trade - off among various sectors.

The Fund seeks to achieve its investment objective in three ways: (1) Premium Collection — the Fund collects premiums on options it sells; (2) Volatility Trading — the Fund may enter into positions designed to hedge or profit from either an increase or a decrease in Index volatility; and (3) Trend Following — the Fund may increase or decrease the balance of puts and calls based on trending market direction.

You may also want to take a look at the chart called «When allocating your portfolio, consider the return and volatility trade - offs» in the Fidelity Viewpoints ® article to learn how blending different types of investments can help you achieve different levels of risk and return.

Going back to where money goes to die, from the less mentioned portion on the short volatility trade:

So long as the banking / debt complex is not threatened, the worst you get is something like the deflation of the dot - com bubble, and at present, I don't see what it threatened by that aside from cryptocurrencies and the short volatility trade.

Sure, the momentum is with us, and the volatility trade reinforces the rise for now.