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Volatility Risk Premium investing

Published on October, 11th 2022   Products  
Volatility Investing


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 article has been provided for information purposes only to professional clients as defined in the MiFID Directive. It must not be used for retail investors. The provision of this material or reference to specific sectors or markets in his article does not constitute investment advice or a recommendation or an offer to buy or sell any security. Investors should consider the investment objectives, risks, and expenses of any investment carefully before investing. Views expressed in this article as of the date indicated are subject to change and there can be no assurance that developments will transpire as may be forecasted in this article.

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.

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