Volatility-based Equity Allocations

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...

Long Volatility Strategies: Hedge Funds vs DIY

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...

This Time It’s Different!?

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...