Strategy Descriptions: Options — Volatility Arbitrage

Investment strategy descriptions and definitions provide a method for classifying and aligning managers with industry standards, which fosters the growth of peer groups and the opportunity for further analysis. Coquest Advisors utilizes the following description in its due diligence process for managed futures strategies within a portfolio:


Options — Volatility Arbitrage


Option Volatility Arbitrage strategies structure trades designed to take advantage of inefficiencies in the option and futures markets. These strategies should have minimal exposure to directional market movements.


To learn more about Options Volatility Arbitrage or other managed futures investment strategies, click here to contact Coquest Advisors today.