AIMA is pleased to invite you to our upcoming members' education forum to be held from 12.00pm on Wednesday, February 12th at K&L Gates, Sydney.
With continued central bank intervention, continually rising equity markets and a flight to passive investments, most have put “Vol” in the too hard basket or the expensive “tail hedging” not needed basket…but why so? This session will re-examine Volatility and its use in a funds management strategy for risk enhancement and risk mitigation.
Agenda will also include:
Whats the outlook for Vol in 2020?
Characteristics of long and short vol strategies
Is the VIX an over rated as a vol measure and tool?
Vol performance characteristics relative to general equities
Strategies for risk enhancement, mitigation and tail risk;
Strategies for a downturn.
Michael Fagan, CIO, Levitas Capital
Jason Petras, PCS Capital