22 Oct 2025
Greeks comparison - diverging stocks
This article is based on data provided by the SRP Greeks application...
12 Aug 2024
Funds of structured products: pressurised correlation and the attractiveness of worst-of autocalls
In the third and final part of our roundup, SRP reviewed how funds...
11 May 2022
Recycling risk (Part 2): offloading vol
Market players talk about how implied volatility is managed by trading...
10 May 2022
Recycling risk: volatility and structured products
Structured products with all their complex underlyings and payoffs are...
01 Mar 2022
Buy-side view: taking advantage of the transfer of the risk from issuers’ books onto investors
Fortem Capital has positioned its fund of structured products and...
01 Nov 2021
SRP in brief: sustainable efforts
The focus will be on ESG initiatives this week, as many players in the...
01 Sep 2021
Market neutral: playing vol and correlation
Within the funds world there are many interesting strategies used by...
16 Sep 2020
Analysis: dispersion reigns as market neutral views come into focus
A recent trend across some structured products markets is the increase...
27 Sep 2019
SRP China: correlation is a game changer
Warren Kwan (pictured), chief investment officer, LW Fund, Diamond...
07 Jun 2019
Mondriaan (part 2): €100m+ licence will take us to the next level
The Dutch fund of structured products is aiming at institutional...
08 Jun 2018
Correlation – the new asset class for market-linked products
Common asset allocation strategies typically splits the investment...