Are systematic volatility harvesting strategies on your radar this year?
In a recent Bloomberg article featuring Premialab, we discuss the growing adoption of systematic relative-value volatility approaches - and what this signals for portfolio construction.
Adrien Géliot, CEO of Premialab, noted:
“We’ve seen clear growth in systematic relative-value volatility strategies in recent years. Index–index volatility spreads are increasingly used as standalone relative-value building blocks. The key development has been the shift from static spreads to more systematic allocation frameworks across indices and maturities, supported by improved signal construction, normalization, and dynamic risk management.”
The volatility ecosystem is becoming deeper, more systematic and modular.
Read the full article to learn more.
