Long Volatility Strategies
Volatility Investing by Seeyond series
When investing in volatility as an asset class, different strategies are offered. In this second session of our Volatility Investing by Seeyond series, Volatility expert, Simon Aninat, focuses on Long Volatility strategies, how they are used by investors and Seeyond’s approach to these strategies.
This interview took place in November 2020.
Main risks of the strategy: capital loss risk, volatility-linked risk, risk related to the underlying asset, model-based risk
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