Canadian Society of Technical Analysts


Webcast featuring Matthew Moran

  • 13 Jul 2016
  • 12:00 PM - 1:00 PM (EDT)
  • Webcast

Registration

July 13, 2016 - 12:00 pm - 1:00 pm. 

Webcast featuring Matthew Moran

Topic: Harnessing the Volatility Risk Premium for Enhanced Risk-Adjusted Returns

As investors have struggled to cope with bear markets over the past decade, more attention has been focused on investments and tools that can be used to achieve the goals of managing portfolio risk, increasing income, and enhancing long-term risk-adjusted returns.

New studies in 2016 analyze a number of option-based strategies and related benchmark indices, including the buy-write, the collateralized put-write, and the use of options on the CBOE Volatility Index (VIX).

Twenty-nine years of historical data show that certain options-based benchmark indices have generated attractive risk-adjusted returns, with stock-like returns and bond-like volatility.

A key source of return for options writers has been a persistence of rich pricing for index options.




**Email with webinar link will be emailed to all members Tuesday Evening.

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