Anthony Medina and Vincenzo Di Gennaro, volatility traders who left Ferox Capital Management at the end of September, are planning to launch an equity volatility fund. Medina joined Ferox from Lehman Brothers (DW, 6/21/02), and Di Gennaro joined from Commerzbank. Di Gennaro confirmed the move, but declined further comment.
Ferox runs a long volatility position, which was managed by Medina and Di Gennaro. It is understood the pair left Ferox because they wanted more opportunities to trade volatility.
