Kolanovic
15Dec

Kolanovic Strikes Again, Provides Hedging Instruction To Risk Parity, Vol Targeting Users

For those risk parity and volatility targeting strategies – the subject of somewhat heated debate – Marko Kolanovic, JPMorgan’s much-watched global head of derivative and quantitative strategies, has a message. Listen carefully. Those using strategies that are exposed to sharp "V" up and down moves in the . . .

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Author

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.

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