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Goldman Weighs In On Bremain Hedging, Not So Much With Brexit

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Mark Melin
Published on
Updated on
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The best method to invest around the upcoming Brexit vote is both an entertaining and important issue for professional asset managers. There are two components of such analysis: 1) Will the British actually vote to leave Europe? 2) If a Bremain or Brexit does or does not occur, what is the best method to hedge / trade the event? Goldman Sachs noted options researchers Krag Gregory and Aleksandar Timcenko take a look at the issue and include trade recommendations around what some think is the highest probability: Bremain.

VIX implied vol mean reversion

Stocks rallying on Bremain feel-good sentiment as Goldman looks under the market’s hood

While in fact stocks have been rallying this morning...

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.