Sizing Up Volatility: A Liquid Alternative Strategy 2021 | Interactive Brokers | 22 September 2021 | Webinar Event
Venue
What is Qwoted?
Qwoted is a free expert network: we help reporters connect with experts & we help those same experts build relationships with top reporters.
| Event Date | Wed Sep 22 EDT (about 3 years ago) |
| Location | Webinar Event |
| Region | Americas |
Details
Volatility Income strategies can be a mixed bag for growth investors seeking uncorrelated alpha. Success squarely depends on the manager’s ability to build a robust, sophisticated solution that maximizes the degrees-of-freedom afforded in its implementation. Premium-harvesting option strategies represent an ideal use case for the application of fully automated quantitative methods towards offering an objective, defined-risk, targeted-return strategy.
We suggest a multi-faceted approach to managing gamma and vega exposures to target an all-weather return profile. As a manager of options, equity long/short and managed futures strategies, we will start by contextualizing these strategies in the larger Liquid Alternatives space, highlighting their common features and indispensability in creating a well diversified portfolio. We will conclude with a Q&A session.
Speakers
2021 Presenters
Kaushik Saha
CEO & Chief Investment Officer, TrueRisk Capital
Vishal Olson
COO, TrueRisk Capital
Sponsors & Partners
2021 Sponsor
CONTRIBUTED BY:
• Truerisk Capital