Arcanum profits from volatility with equity index options
For many investors and managers, volatility is to be avoided. For Arcanum Asset Management, on the other hand, volatility is the fuel that drives its performance engine
Arcanum Asset Management harnesses volatility through systematic trading of equity index options – accurately by writing short-dated, out-of-the-money calls and puts on equity index options on the FTSE 100 Index and the Eurostoxx 50.
From a European perspective, and certainly outside Amsterdam, options trading is a relatively uncommon prime strategy for an alternative investment manager and indeed for institutional and retail market participants as a whole. In London, for example, only two
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Hedge funds
JP Morgan warns hedge funds to expect intraday margin calls
US bank may demand variation margin ‘up to seven’ times a day after Archegos default
Alternative markets give edge to Florin Court strategy
By concentrating on exotic and alternative markets, Florin Court Capital Fund has sidestepped overcrowding and correlation to the main trend following commodity trading advisers, offering investors a diversified alternative to the standard systemic macro…
Global macro views combine with quantitative models to produce consistent returns
The team behind River and Mercantile Group’s global macro strategy team operates under two key principles: that macro is the most important aspect of any investment decision and that decision-making should incorporate both systematic and discretionary…
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
Esma backtracks on account segregation
Status quo protected for rehypothecation of collateral in tri-party, securities lending and prime brokerage
Redemptions focused within strategies suffering losses in 2016
Redemptions focused within strategies suffering losses in 2016
Hedge fund redemptions a dismal end to a bad year
Managed futures funds saw big inflows in 2016, but left investors disappointed
Larger funds are net losers as outflows continue
Managed futures funds have seen biggest redemptions for three years