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Call ratios on the S&P 500 are an attractive play for a short term market rebound without too much long vega exposure and S&P 500 vega spreads are suited for a normalized volatility environment, said one volatility trader. eqderivatives.com/news/sp-call-r… eqderivatives.com/news/sp-call-r…

Increased short volatility products and derivative income products implementing covered calls or cash secured puts on the S&P 500 are distorting the fair value of shorter dated options, but it may not be as much of a risk to markets as some investors ha... eqderivatives.com/news/sp-short-…

Portfolio managers at London-based USD4 billion Atlantic House are using a newly developed risk management tool, Risk Cube, to enhance the predictability of returns for the USD412 million Uncorrelated Strategies Fund. For the fund’s dispersion strategie... eqderivatives.com/news/atlantic-…

USD45 billion Swedish pension fund AP1 is adding new data to its machine learning framework as a way to improve factor diversification in its systematic equities portfolio.  eqderivatives.com/news/ap1-tweak… eqderivatives.com/news/ap1-tweak…

Cboe’s options on VIX futures contracts, coming in October, is expected to improve liquidity, efficiency and improve trading capabilities across the S&P 500 volatility market but buyside participation relies on liquidity. eqderivatives.com/news/investors… eqderivatives.com/news/investors…

Market turbulence has created a poor environment for commodity trading advisors over recent months but managers say performance will turnaround as U.S. politics, Middle East geopolitics and market events are expected to bring more trends and opportuniti... eqderivatives.com/news/ctas-pois…

Investors in Australia are implementing more equity derivatives strategies in their portfolios for better liquidity, tail risk management and alpha generation. eqderivatives.com/news/aussie-in… eqderivatives.com/news/aussie-in…

Aymeric Forest, head of investment strategy and financial engineering for AXA IM Select, a multi-manager investment firm and part of USD925 billion AXA Investment Managers, said he used the recent equity correction as an opportunity to increase U.S. equ... eqderivatives.com/news/axas-ayme…

Institutional investors in Australia are looking to systematic strategies exposed to the Cboe Volatility Index to navigate volatility, attendees heard at Australia EQD in Sydney. eqderivatives.com/news/investors… eqderivatives.com/news/investors…

More and more investors in Australia are integrating artificial intelligence techniques as a way to improve alpha and beta within portfolio construction and guide investment decisions across asset classes. eqderivatives.com/news/ai-proves… eqderivatives.com/news/ai-proves…

Institutional investors in Europe, Middle East and Asia are finding value in systematic, index-based credit strategies, such as credit default swaps, as a replacement for more traditional high yielding assets. This comes as investors have been hurt by m... eqderivatives.com/news/systemati…

Superannuation funds are implementing passive and active commodity strategies, including commodity futures, as a way to increase diversification in their dynamic asset allocation approach.  eqderivatives.com/news/aussie-su… eqderivatives.com/news/aussie-su…

John Hydeskov, former deputy chief investment officer at USD40 billion Danish pension plan Velliv, has joined Denmark's pension fund for academics AkademikerPension, with USD20 billion in assets under management, as head of investment risk and strategy.... eqderivatives.com/news/ex-velliv…

Portfolio managers at USD259 billion SEB Investment Management are adding artificial intelligence techniques, including large language models, across portfolios to improve efficiency and fundamental returns. Previously, portfolio managers tested a quant... eqderivatives.com/news/seb-parks…

Market dispersion and the high interest rate environment are generating opportunities to trade long liquid credit strategies, such as high yield convertible bonds or single name credit default swaps, and short equities. eqderivatives.com/news/dispersio… eqderivatives.com/news/dispersio…

Gillis Björk Danielsen, expert portfolio manager and research lead of commodities, will leave USD595 billion asset manager APG in Amsterdam in October. He will join the multi-strategy quantitative hedge fund... eqderivatives.com/news/apg-commo… eqderivatives.com/news/apg-commo…

Alexis Maubourguet, founder and chief investment officer at ADAPT Investment Managers in Switzerland, said market fragility and positioning are a real concern heading into the end of the year. He said he likes strategies with explicit or implicit long v... eqderivatives.com/news/vol-pm-fl…

USD38.5 billion Calamos Investments launched a systematic exchange-traded fund on Monday for investors seeking low volatility, option-based capital protected strategies tied to the S&P 500. The Laddered S&P 500 Structured Alternative Protection ETF is t... eqderivatives.com/news/calamos-n…

Short-term options strategies implemented on the S&P 500, capitalizing on strong liquidity and tight markets, are proving popular among institutional investors for alpha generation and tail risk protection. eqderivatives.com/news/short-sp-… eqderivatives.com/news/short-sp-…

Relative value trades in commodities are piquing institutional investor interest as dislocations and inefficiencies across markets are providing opportunities to generate returns into year-end.  eqderivatives.com/news/commodity… eqderivatives.com/news/commodity…