Volatility
36 South opens volatility hedge fund for US pensions
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
Falling correlations could give hedge funds bumper returns
A fall in asset-to-asset correlations could mean a good year for many hedge fund strategies, even though volatility is expected to remain relatively low, according to research from Axioma
Japanese banks recycle risk into Europe
Viva las vega
Market snapshot: making the most of volatility
Market snapshot
IndexIQ carves out hedge fund replication niche
Replicating success
Volatility structurers turn to FX and rates as equity disappoints
The volatility merry-go-round
Non-equity volatility could be the future for structured products
The volatility merry-go-round
Trade of the month: the best structures for low volatility and low interest rates
Trade of the month: the best structures for low volatility and low interest rates
Uridashi losses put at $500 million after Nikkei rebounds
When the Nikkei slumped last May, banks were forced to sell volatility to protect positions built up through the sale of uridashi products – leaving many with losses. A rally in the index at the end of the year inflicted further pain. In total, the…
Growing popularity of renminbi heralds more structured products linked to the currency
The renminbi appreciation society
Low crude volatility to bolster spread trades, say analysts
Market participants expected to shy away from outright bets on crude oil as low volatility persists
Banks eye structured products linked to emerging markets volatility
Structured product providers are looking to take volatility-linked products to the next level by basing them on emerging markets
Index providers look to apply minimum volatility success story to other asset classes
Minimum volatility strategies have been a huge hit in the equity space. Index providers are now planning to apply them to fixed income and commodities
Structured Products Europe: Vanguard's emerging markets switch highlights the need to scrutinise index constituents, say speakers
Vanguard's replacement of an MSCI index with a FTSE index as the underlying for emerging markets exchange-traded fund should remind investors to look carefully at underlying constituents, hears conference
Exchange-traded funds provider of the year
Exchange-traded funds provider of the year
Equity derivatives house of the year
Equity derivatives house of the year
Index innovation
Index innovation