Volatility mispricing ripe source of profits, says Malachite

Poorly constructed ETFs, risk-averse insurers and straitened banks are distorting volatility markets. Malachite is one fund designed to pick up the profits


The market is fairly bad at pricing volatility and it is getting worse, according to two former Goldman Sachs vice-presidents who founded an equity volatility hedge fund to exploit these inefficiencies.

"I firmly believe more people will end up doing it," says Jacob Weinig, portfolio manager and founding partner of Malachite Capital Partners. The fund returned 14.5% to investors last year and was dubbed the most innovative fund by judges at Hedge Funds Review's Americas Awards 2015.

While other

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