
Sign up to save your podcasts
Or
As markets continue to grapple with the vast uncertainty resulting from the corona virus, it was excellent to have Peter van Dooijeweert, the Head of Institutional Hedging and Portfolio Solutions at Man Group, as a guest on the Alpha Exchange. Our “crisis series” is aimed at uncovering the unique elements of the 2020 vol event, the extent to which systematic strategies acted as amplifiers on the way down and the lessons learned from being long or short optionality. Addressing these questions, Peter has many insights to offer. As a market participant with 25 years of investing experience, he views volatility cycles as self-reinforcing on the way up and down. I enjoyed hearing his views on the clues from correlation break-downs, the usefulness of a blended, cross-asset approach to hedging and a risk management framework that uses volatility scaling. I hope you do as well. Thanks for listening and please be well.
4.9
8080 ratings
As markets continue to grapple with the vast uncertainty resulting from the corona virus, it was excellent to have Peter van Dooijeweert, the Head of Institutional Hedging and Portfolio Solutions at Man Group, as a guest on the Alpha Exchange. Our “crisis series” is aimed at uncovering the unique elements of the 2020 vol event, the extent to which systematic strategies acted as amplifiers on the way down and the lessons learned from being long or short optionality. Addressing these questions, Peter has many insights to offer. As a market participant with 25 years of investing experience, he views volatility cycles as self-reinforcing on the way up and down. I enjoyed hearing his views on the clues from correlation break-downs, the usefulness of a blended, cross-asset approach to hedging and a risk management framework that uses volatility scaling. I hope you do as well. Thanks for listening and please be well.
579 Listeners
1,781 Listeners
3,061 Listeners
935 Listeners
199 Listeners
802 Listeners
221 Listeners
361 Listeners
64 Listeners
93 Listeners
273 Listeners
213 Listeners
28 Listeners
364 Listeners
90 Listeners