Trading desks dealing with derivatives and listed options are having to manage different types of exotic flow coming through the derivatives and structured products markets.
Volatility knock-out (VoKo) products were deployed in 2022 to extract value from the low volatility downwards trajectory of the markets. SRP spoke to Kris Sidial ( pictured ), co-CIO at Ambrus Group, about the market dynamics around risk repackaging and transferring over the last 10 years, and how volatility strategies are looking at ways to extract value from the risk coming from the structured products market. The Ambrus Group offers a tail risk strategy that specialises in trading volatility
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