Multi-sector fixed income strategies can deliver significant benefits to investors – including yield enhancement, volatility reduction and diversification of asset-class exposures – because of managers having the freedom to make tactical shifts between fixed-income sub-sectors.
The Agg is supposed to be to bonds what the S&P 500 Index is to equities. But it is an insufficient gauge for measuring the bond universe.
I discuss recent regime changes and reveal findings from the SPIVA scorecard and Morningstar’s U.S. Active/Passive Barometer.
Interest-only variable annuity policies have zero commissions, no surrender charges and low annual M&E and admin fees plus various subaccounts that span traditional and alternative investment strategies.
This article explains how the VIX® Index and volatility revert to the mean and why a variance risk premium occurs.
Financial advisors and investors demand novelty as the cost of attention. Given near-term outlooks on stock market volatility, a genuinely original analogy is Moon : tides : : VIX : volatility.
This is the story of how Chicago evolved from a wilderness outpost of 350 residents in 1833 to the global capital of derivatives trading.
Why consider volatility as a separate asset class? Because it is endemic.
I use a mathematical model to illustrate the parallel paths traveled by infectious viruses and market volatility.
Option prices, including the VIX index, have failed to provide advance warning of market crashes from Black Monday to last year’s coronavirus crash.
