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Volatility as an Asset Class: Challenges and Opportunities

Aired On

Jan / 13 / 2021
12:00 pm - EDT
Vivek Kapoor , Margaret Sundberg
Volaris Capital Management

Volaris Capital Management

Volaris Capital Management
  • Equity volatility as an asset class – challenges and opportunities.
  • In a reach for yield world, how to utilize short equity volatility to add value to a 60-40 portfolio.
  • What is tail risk-hedging (and why it is challenging) and how such a positive convexity strategy can strengthen a 60/40 portfolio.
  • Cardinal characteristics of S&P 500 Index options and the analytical framework supporting these findings.
Disclosure: Options Trading

Options involve risk and are not suitable for all investors. Multiple leg strategies, including spreads, will incur multiple commission charges. For more information read the "Characteristics and Risks of Standardized Options" also known as the options disclosure document (ODD) or visit ibkr.com/occ

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