Gamma Trading: Why Big Market Swings Can Be Good News
Co-Portfolio Managers David O’Donohue and Jason Hill explain how market volatility can create profitable opportunities for a convertible arbitrage strategy.
Read PostCo-Portfolio Managers David O’Donohue and Jason Hill explain how market volatility can create profitable opportunities for a convertible arbitrage strategy.
Read PostOption skew is at its flattest level in 10 years, which creates challenges for hedged equity strategies. Our alternatives team explains what’s happening and why they maintain conviction in their approach.
Read PostCIHEX has demonstrated resilience consistently during market drawdowns, including the February selloff. We interviewed the fund’s investment team to learn more about how they’ve historically mitigated risk and pursued upside through a highly responsive, dynamic approach that contrasts with “set-it-and-forget-it” options-based funds.
Read PostVolatility can strengthen the tailwinds for the gamma trading Calamos does in our market neutral income strategy. But even without high levels of market volatility, our team can find still opportunities, explains Co-Portfolio Manager Jason Hill.
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