Morgan Stanley VolNet index series dynamically goes long volatility

The indexes are designed to allow investors to benefit from significant outperformance in equity markets while hedging their portfolios in times of market uncertainties

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

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