3 ms·
Most funds that include a volatility trading strategy are going to do well right now (because volatility ~ downturns). 2008 and 2011 were also really good years
by omeze 6y ago
Most funds that include a volatility trading strategy are going to do well right now (because volatility ~ downturns). 2008 and 2011 were also really good years for vol arb desks. Not to downplay it, just seems Renaissance gets outsized credit (likely intended on their part for recruitment and fund raising) for things other shops do all the time.