SocGen is getting into the systematic equity dispersion game
New single-stock options index is first step to plugging a gap in the bank’s QIS business
Societe Generale is looking to fill a notable gap in its quantitative investment strategies (QIS) business with the upcoming launch of its first systematic equity dispersion strategy.
A staple of many US banks’ QIS offerings, equity dispersion pairs a short position in the volatility of an index – typically the S&P 500 – with a long position in the volatilities of constituent stocks. The strategy
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