JEPI Portfolio Manager Hamilton Reiner appeared on Animal Spirits and gave several critical insights into how the strategy works. JEPI is one of the largest ETF’s in the world, with $28bn in AUM. The growth of this ETF has been tremendous, as shown in the top chart, below. Hamilton may be best known in the […]
overwriting
Parametric: Gamma Hammer
Parametric designes options strategies for large institutions like pension funds. In this case they are selling strangles to the tune of $5bn: From the FT: It is not a new strategy for the fund, which employs several systematic and rules-based volatility trading strategies, but people familiar with the activity say the fund pulled back from […]
