Edited by Annie Walsh, Chief Marketing Officer, Orc Software
Published by: Futures and Options World
Date: Sep 2008
“The jury’s in. The recent rise in volatility trading within the capital markets, prompting further trading development in this area, will result in even greater numbers of trading firms, worldwide, expanding their global use of volatility trading strategies. While volatility as an asset class has been the subject of debate in certain circles for at least the past five to ten years, it has very recently received more heightened media and industry attention and scrutiny.
“The subject has spawned much academic research. Back in May 2006, the Financial Times was writing about why volatility would become an asset class. More recently, Emmanuel Bourdeix, Credit Agricole Asset Management’s head of derivatives and convertibles said: “volatility should be considered as an equity sector in its own right alongside financials, industrials and mining stocks.”
Full article (PDF): Link