Barclays Notes Volatility Hedges Benefited From S&P 500 Hiccup – ValueWalk Premium
Barclays Volatility scatter plot of relative value

Barclays Notes Volatility Hedges Benefited From S&P 500 Hiccup

In its May 6, VIX Compass publication, Barclays researchers provided a comprehensive look at risk management methods across a variety of volatility-based strategies as pricing has firmed across durations.


With S&P 500 down last week, volatility hedges up
With the S&P 500 declining by 1.18 percent last week, the report noted that most of the risk hedges outperformed, particularly a rolling put spread collar in . . .

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