Risk.net – Volatility hedge funds operating in Asia have reported some spectacular losses since 2008. Despite this, there are still funds operating in the volatility arena. What strategies are working best and why is volatility so low?
Long volatility funds such as the Barracuda fund from Singapore-based Artradis, one of the biggest funds in Asia in 2008, were forced to close due to a lack of realised volatility in the post-financial crisis period from 2009 onwards.
