Systematic Edge – Options Team
The team employs an active approach to options-based investing, leveraging liquid instruments in a transparent way, with a flexible approach to creating outcome-oriented solutions including enhancing income, reducing risk, or protecting against the downside.
A flexible approach to creating outcome-oriented solutions
Options offer a number of positive attributes not always found in alternative investments.
Options strategies can be used to achieve specific portfolio goals, such as enhancing income, reducing risk, or protecting against the downside.
Volatility Risk Premia (VRP) are at the core of the team’s value-add.
VRP are diversified sources of excess return that have paid off persistently across different assets and asset classes over time.
A proprietary volatility forecasting model drives the options valuation process
This model is used to forecast realized volatility for every underlying index or exchange-traded fund in the investment universe to ultimately uncover relative-value opportunities in option positions.
The team’s flexible, options-based strategies can help clients enhance income and return or protect against downside risk.
Active management layer
The team employs a systematic approach but includes an active management layer not often found in options-based strategies.
The team first started managing options-based strategies in the 1970s.