The book addresses weaknesses with common methods of volatility investing, and shows how to avoid draw-backs associated with popular volatility products. You can get your portfolio protection for free or at a profit in normal markets, and have powerful volatility protection for your portfolio when you need it Main uses for volatility in asset management include diversification, beta-replacement, timing, allocation input and alpha generation. Johan Wattenstrom describes different strategies for holding volatility positions or strategies over time, in order to create an efficient...
The book addresses weaknesses with common methods of volatility investing, and shows how to avoid draw-backs associated with popular volatility produc...