Sep. 17,2020 |
Low Volatility Strategies: Why the Wheels Came Off (Temporarily) in 2020
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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. |
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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? |
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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. |
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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. |
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Apr. 30,2019 |
The low volatility premium – An analysis of factor exposures of minimum variance strategies
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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. |
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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. |
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Jan. 08,2019 |
Volatility – An Investable Asset Class
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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. |
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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? |
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Dec. 01,2017 |
Low-Volatility 2017 Marks High Demand for VSTOXX
Increasing liquidity in VSTOXX products coincides with strong activity during US trading hours |
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