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Sep. 17,2020 Low Volatility Strategies: Why the Wheels Came Off (Temporarily) in 2020

Jul. 14,2020 Dynamic Allocation to Volatility Reaps Record Benefit from COVID-19 Market Turmoil

The EURO STOXX 50 Volatility-Balanced Index, which combines an investment in stocks with a dynamic allocation to volatility futures, is up 65% in 2020.

Apr. 22,2020 VSTOXX Backwardation Streaks and Short Volatility Trades

After experiencing an extended period of backwardation, when does it make sense to look to shorting VSTOXX Index futures?

Mar. 30,2020 Record Daily Moves Show Scope of Market Volatility Endured by Traders

The STOXX Global 1800 Index has recorded in March its three largest daily moves since data begins in 2004, as traders and investors face rapid sentiment deterioration.

May. 02,2019 The Low-Volatility Premium Offered by Minimum-Variance Strategies

A new STOXX study looks at the outperformance of minimum-variance portfolios and uncovers their unintended factor exposures.

Apr. 30,2019 The low volatility premium – An analysis of factor exposures of minimum variance strategies

Apr. 25,2019 Low Volatility’s Edge in Europe

Low-volatility stocks are standout performers in a region that has been ‘lurching from crisis to crisis,’ says SSGA.

Jan. 10,2019 Volatility – An Investable Asset Class

A new STOXX research paper recaps the many possibilities to invest in equity volatility through indices and options strategies.

Jan. 08,2019 Volatility – An Investable Asset Class

Mar. 02,2018 Volatility Makes a Comeback: February Market Review

Spike in US bond yields may have been behind sell-off from record highs for many equity benchmarks.

Feb. 13,2018 Low-Volatility Stocks and the Return of Market Stress

Market volatility is back with a vengeance. In this context, have minimum-variance portfolios performed as expected?

Dec. 01,2017 Low-Volatility 2017 Marks High Demand for VSTOXX

Increasing liquidity in VSTOXX products coincides with strong activity during US trading hours