Hedge Funds Play Correlation In Stocks, Commodities

17 Oct 2008

Hedge funds are zeroing in on variance swaps referencing commodity indexes to reap the upside from increasing correlation between volatility in stocks and commodity prices.

--Jeanine Prezioso

Hedge funds are zeroing in on variance swaps referencing commodity indexes to reap the upside from increasing correlation between volatility in stocks and commodity prices. Interest in variance swaps playing volatility in the Dow Jones-AIG Commodity Indexhas soared over the past month or so, according to ...

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