A Hedge-Fund Volatility Trade Risks Getting Crushed by the Crowd

A recent article published by Bloomberg reports on the once niche trade used by hedge funds and volatility players known as dispersion is becoming more accessable to a wider range of investors through the form of Quantitative Investment Strategies (QIS).

Premialab data sourcing from 18 largest investment banks shows that the number of QIS targeting dispersion has jumped 75% since end of 2021.

Read the full article to find out how QIS trades are revolutionizing the finance industry, offering liquid, transparent, custom, and cost-efficient performance engines.

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A Hedge-Fund Volatility Trade Risks Getting Crushed by the Crowd

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