Volatility Risk Premium investing

Published on February, 12th 2021    Products  
Volatility Investing
LinkedIn

Simon ANINAT

Portfolio Manager

Volatility Investing by Seeyond series

When investing in volatility as an asset class, different strategies are offered. In this third session of our Volatility Investing by Seeyond series, Volatility expert, Simon Aninat, discuss the Volatility Risk Premium and provides Seeyond’s vision on strategies which look to exploit this premium: short volatility strategies. 


This interview took place in January 2021.

Main risks of the strategy: capital loss risk, volatility-linked risk, risk related to the underlying asset, model-based risk

This document is intended for professional clients in accordance with MIFID. It may not be used for any purpose other than that for which it was conceived and may not be copied, distributed or communicated to third parties, in part or in whole, without the prior written authorization of Seeyond.

None of the information contained in this document should be interpreted as having any contractual value. This document is produced purely for the purposes of providing indicative information.

This document consists of a presentation created and prepared by Seeyond based on sources it considers to be reliable. Seeyond reserves the right to modify the information presented in this document at any time without notice, and in particular anything relating to the description of the investment process, which under no circumstances constitutes a commitment from Seeyond.

Seeyond will not be held responsible for any decision taken or not taken on the basis of the information contained in this document, nor in the use that a third party might make of the information.

In accordance with the treaties signed by the French government, the funds directly managed by Seeyond do not invest in any company that manufactures, sells or stocks anti-personnel mines and cluster bombs.