Volatility strategies win the prize in this uncertain world
With a changing macro landscape and mounting investment headwinds, asset correlations are becoming less predictable and long-term expected returns subdued. Volatility strategies (option-based strategies) can deliver both more reliable diversification and improved portfolio returns. While often overlooked by investors, volatility as an asset class is driven by a genuine risk-transfer premium and is therefore intuitive, attractive and – importantly - sustainable despite these macro changes. V...