(Opalesque) After several rough years, CTAs are looking new ways of trading beyond trend following, according to delegates at the recent Opalesque Chicago Roundtable. “We see a lot of volatility based programs now,” said Jeff Malec, Managing Director at RCM Alternatives. “That can be outright VIX futures, VIX options, VIX spreads, so volatility is on its way to become a dedicated asset class. A lot of that is option selling, repackaging, but inside there can also be some advanced relative value VIX plays.”
Opalesque Roundtable: CTAs search out new trading ideas
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