by Nicolas Rabener | Oct 31, 2022 | Uncategorized
Volatility-based Equity Allocations The VIX is high, S&P 500 goodbye? October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The VIX currently trades within its top quartile since 1990 Using volatility to time equity allocations is a widely used...
by Nicolas Rabener | Aug 22, 2022 | Uncategorized
Long Volatility Strategies versus Tactical Asset Allocation Both are great, both have challenges August 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong volatility strategies are attractive diversifiers, but complex and not easily...
by Nicolas Rabener | Oct 18, 2021 | Uncategorized
Long Volatility Strategies: Hedge Funds vs DIY Replicating Masters of the Universe October 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong volatility exposure is typically achieved via hedge fundsA simple DIY strategy would have generated...
by Nicolas Rabener | Sep 27, 2021 | Uncategorized
This Time It’s Different!? Have retail investors changed markets? September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYOptions trading has increased to record highsSome data points indicate changes in the market structureHowever, these...
by Nicolas Rabener | Aug 23, 2021 | Uncategorized
Building a Long Volatility Strategy without Using Options – III A systematic approach to creating portfolio protection August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong volatility strategies can be built without using optionsSecurities...
