With volatility increasing as the year progresses it is becoming increasingly hard to deliver returns that are both uncorrelated and have a lower-than-equity volatility profile. However, Désirée explains how her pair-trading strategy naturally benefits from sectors with dispersions and she is hopeful about how this will develop as we move through the US earnings season.
Tongue in cheek, she adds how the company’s Swiss heritage makes it ideally suited to neutralise risks…
