We’re thrilled to see Premialab featured in EQDerivatives, Inc’s latest article - S&P Gamma Flat Dispersion, Trend Following Pair Attractive In Volatile Markets - on the growing use of defensive strategies to navigate today’s volatile markets.Adrien Geliot, CEO of Premialab, shared recent strategy performance data during the latest market drop. He noted positive returns across several strategies—including dispersion, U.S. and VIX options buying and intraday momentum.
“Specifically, the gamma hedging version of dispersion delivered a 9.18% return, reflecting the increased adoption of defensive positioning we’ve observed. VIX calls posted a 10.74% return,” he said.
“Half of our Pure Factors showed positive performance. Notably, European equity value rose 2.8%, U.S. dispersion gained 1.58%, and low volatility increased by 1.26%.
”As market uncertainty persists, institutional investors are increasingly turning to systematic strategies for both risk mitigation and alpha generation.
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