Morgan Stanley VolNet index series dynamically goes long volatility

Morgan Stanley VolNet index series dynamically goes long volatility

rollercoaster
Morgan Stanley unveils systematic volatility index series

Morgan Stanley has launched a series of dynamic indexes that limit negative carry by using short volatility overlays so that investors with long equity exposures can hedge their equity positions during periods of market turbulence.

The series comprises three indexes: the VolNet Hedge index, the VolNet Alpha index and the VolNet Premium index.

“After a lot of analysis, it is clear that the preferred solution is to gain long volatility exposure dynamically,” says Selim Mehrez, global head of finan

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: