Search results of Tag: volatility overlay

Volatility overlay within structured products

Investors who keep a close eye on Capital Protected Products and other Structured Investments will have noticed a shift in focus towards products that have a volatility overlay. This approach has generally provided investors with a smarter way of investing, basing the investor’s exposure on a comparison in the current market risk (measured by volatility) against the long term market volatility average. ie reducing exposure to the underlying investments as risk increases and increasing exposure

Capital Protected Products, volatility, volatility overlay