BTRM Working Paper Series, #8

Click BTRM Working Paper 8 - Jaafar Husain.pdf link to view the file.

The Many Faces of Short Volatility Trades – TARF vs. Hedge Funds 

Jaafar Husain – Quant Analyst, Bank ABC 
21st February 2017 

In this article we will touch upon a very important concept known as “short volatility strategy” and bring some insight into the intricate relationships that exist among seemingly different asset classes.