In Bloomberg this weekend, Premialab CEO Adrien Geliot shared his perspective on the continued role of systematic volatility strategies in institutional portfolios:

“Short volatility strategies remain popular. The persistent premium between implied and realized volatility continues to provide an attractive source of systematic carry, particularly for investors willing to monetize volatility risk premia over longer horizons.”

“Looking across our database of live equity volatility QIS strategies, short volatility AUM remains a larger segment than long volatility at $92 billion total.”

Read the full article on Bloomberg.

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