Short-volatility bets
Investors are sinking vast sums into strategies whose performance hinges on enduring equity calm.
A key factor in the stock plunge of early 2018 when they wiped out in epic fashion. Now they’re back in a different guise — and at a much, much bigger scale.
Assets in such products have almost quadrupled in two years to a record $64 billion
Their 2018 short-vol counterparts had only about $2.1 billion before they imploded.
Bloomberg 10 March 2024
What ‘The Wolf of Wall Street,’ ‘Dumb Money’ and ‘The Big Short’ say about investor behavior
Kommentarer