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 ...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Or sign up for a trial to gain full access to the entire site for a limited period.

Free Trial

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.

Oops, something went wrong

We're sorry but at the moment we can't load this data