Equity Vol Throws Up Variance Plays

16 Aug 2007

Elevated equity volatility levels in the U.S. and Europe have drawn out some trading possibilities for funds willing to play the volatility of volatility.

Elevated equity volatility levels in the U.S. and Europe have drawn out some trading possibilities for funds willing to play the volatility of volatility. Equity derivative traders reported some interest in trading index variance, although they noted that liquidity is thin on the whole and many funds are ...

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