3min chapter

Flirting with Models cover image

Benn Eifert - Volatility Investing (S2E2)

Flirting with Models

CHAPTER

Is There a Difference Between a Volatility Investing Strategy and an Option Strategy?

volatility investing is not really an option strategy. Instead of having views on whether the s and p will go up or down, volatility investors might think about things like, how volatile is the russell two thousand likely to be over the next month. And i know in your intro you mentioned that yu guys focus somewhat heavily on unrelative value strategies in the volatility space. Can you explain for me what constitutes a relative value strategy? What's the trade kind of look like that you might put on? Yes, absolutely. In volatility, relative value, you could think of it analogously to equity market neutral strategies, or to fixed income, relative value investing.

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