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Trading Options for Edge
book

Trading Options for Edge

by Mark Sebastian
November 2017
Beginner
238 pages
5h 12m
English
De Gruyter
Content preview from Trading Options for Edge

Chapter 14 Crisis Alpha

Chapter 14 was written by my good friends Mike and Matt Thompson of Typhon Capital Management. I asked them to write this chapter because while I understand how the process works, they run a fund that engages in the practice. Their domain knowledge exceeds mine and brings more value to you.

* * *

Crisis alpha is a relatively new label in the financial industry used to describe investment strategies designed to generate positive returns during equity market panics. Crisis alpha strategies can range from short-focused hedge funds and trend-following CTAs, to specialized “Black Swan” tail risk protection products. This chapter focuses on generating crisis alpha using VIX futures and options.

Like any insurance product, VIX ...

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Publisher Resources

ISBN: 9781501505577