Hedge fund managers diversify to capture value from volatility
Hedge fund strategies to capture value from volatility are becoming more diversified as managers migrate from long volatility strategies to generate alpha from volatility in stock markets.
Volumes in volatility trading jumped to record levels during the first quarter of 2011 as events around the world increased the fear factor in markets. Options and futures contracts on the Chicago Board Options Exchange’s VIX index hit all-time record monthly volumes during March with the 15th recording the highest single-day volumes for both types of contracts.
While volatility around the Ides of March was clearly stoked by worries about the price of oil amid uprisings in the Middle East and the
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