WHITE PAPERS

Hedging vs. Diversification Comparing the Costs of Hedging to the “Costs” of Diversification 

By: Dominick Paoloni, CIMA®, and Patrick Hennessy, Head Trader 

What is the true cost of hedging your portfolio? ‘Hedging vs. Diversification – Comparing the Costs of Hedging to the “Cost” of Diversification’ compares the costs of hedging an equity portfolio to the “cost” of diversifying a portfolio with bonds. Click here to read the paper.

A Study in Portfolio Diversification Using VIX Options

By: Dominick Paoloni, CIMA®

IPS Strategic Capital published a white paper on a systematic approach to low-cost tail risk hedging through the use of VIX options. Click here to read the paper.

Is Selling Options Still Worth the Risk?

By: Dominick Paoloni, CIMA® & Patrick Hennessy, CMT

IPS Strategic Capital CIO & Founder, Dominick Paoloni, and Head Trader, Patrick Hennessy, examine the risk involved with the highly popular practice of selling options to reap premium.  This white paper explores how this market has become imbalanced, highlights some of the implosions, and explains the advantages of looking at the other side of the trade.  Click here to read the paper.

Low Cost Hedging Strategies in a Volatile Market

By: Dominick Paoloni, CIMA®

Dominick Paoloni discusses hedging strategies that can be put on at a low cost to the portfolio. Read the article here.

Loosening Your Collar: Alternative Implementations of QQQ Collars

By: Edward Szado, CFA and Thomas Schneeweis, September 2009