Is the FI volatility premium still intact?
Speaker
Deputy Head of Portfolio Management
Tom Pansegrau, CFA
Tom Pansegrau is Deputy Head of Portfolio Management at 7orca Asset Management. In this role, he is responsible for the firm’s volatility strategies. His focus is on the implementation, management and further development of derivative investment strategies, as well as on the performance of volatility strategies in retail funds and institutional mandates.
Tom Pansegrau holds a Master’s degree in Finance and is a CFA Charterholder.
Disclaimer
The investment strategy presented in this document is aimed exclusively at professional clients within the meaning of the German Securities Trading Act (WpHG) and can only be implemented for these clients (typically in a fund structure). All assumptions, forecasts and information are based on the standardised design of the 7orca Vega Return Strategy, which was implemented at average market costs.
Further information on this standard investment process can be found in the generic RfP, which is available on request from 7orca Asset Management AG. Due to the different investor needs and situations and the resulting specific pricing, further individual costs for management and custody are not taken into account. However, 7orca Asset Management AG will be happy to provide you with a specific offer that takes into account your individual needs and conditions. Past performance is not a reliable indicator of future results. All information in this document has been compiled to the best of our knowledge and belief on the basis of the data available to us. However, no liability under civil law can be assumed in this respect. References to specific financial instruments are purely exemplary and are in no way to be understood as a recommendation in the sense of investment advice. A publication of 7ora Asset Management AG.