24 Jul 2024
BNPP: dispersion strategies deliver in rising markets
With correlation falling and dispersion at all time high relative to volatility, the path ahead for dispersion strategies remains a subject of debate in the market.
07 Nov 2023
Analysis: commoditising volatility
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
06 Nov 2023
Analysis: commoditising volatility
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
18 Oct 2023
Credit VIX – tracking the credit markets
The recent launch of the latest VIX iteration indicates the increasing investor focus on credit as higher rates crush corporates.
01 Dec 2022
SRPInsight issue 20: Dispersion – the new VIX
Issue 20 of our e-mag is out and ready to download.
10 Nov 2022
From volatility to dispersion – tradable instruments to broaden access
Cboe Labs is seeking to develop and implement new tradable products to broaden access and bring more investors into the market.
09 Nov 2022
From volatility to dispersion – capturing return spreads
Cboe and S&P Dow Jones Indices (S&P DJI) will be collaborating to develop the Cboe S&P 500 Dispersion Index.
06 Apr 2022
Maybank leverages dispersion warrants on Ukraine clash
The largest Malaysian bank by assets has distributed multiple tranches of dispersion warrants for its private clients in Singapore. These ‘provide route to markets for investors on the Russian-Ukrainian conflict’.
01 Sep 2021
Market neutral: playing vol and correlation
Within the funds world there are many interesting strategies used by managers to provide diversification or outperformance over the mainstream funds in the traditional asset classes.
16 Aug 2021
UBS: investors understand there are better returns beyond standard benchmark
In this series of articles, we look at how investors are reacting to volatility and inflation, and what trades are being developed by QIS teams to capitalise on market trends.
25 Oct 2018
Volatility is the way to keep jittery Asian investors plugged to the market, DBS
Demand for dispersion trades that play on volatility and correlation have increased in Asia-Pacific as private banking investors hedge themselves against uncertain market movements