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.
This traditional hedge fund volatility trade has become one of the biggest options strategies in the market and with further dispersion triggered during the earning season, new opportunities are created for long/short strategies. With this paper, we look at statistical dispersion in the US market without getting into the details of trading variants, replication, hedging choices - Julien Turc SRP spoke to Julien Turc (pictured) , head of QIS Lab, Global Markets at BNP Paribas who has spent th
Continue reading with a subscription to the SRP market intelligence platform.
Request a demoAlready a subscriber? Login