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Volatility and Quant Research is Basis for Stutland Volatility Funds

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Quantitative equity research firm Sabrient Systems and Stutland Volatility Group (SVG), which uses volatility as an asset class in portfolios, have formed a joint venture, Stutland Volatility Funds (SVF). The new firm will offer “long/short quant funds,” according to an announcement Friday.

Stutland Volatility Group, an options and futures market maker on the Chicago Board Options Exchange, says on its web site that it can “can enhance returns and mitigate risk by using volatility as an asset class to protect portfolios, utilize overlay strategies to add income to stock, ETF, and index positions using options.”

“As U.S. markets approach 11 years of negative and near zero returns, simple buy-and-hold is no longer acceptable as a viable investment strategy,” said SVG Managing Partner Brian Stutland. Sabrient’s President, Scott Brown and SVG’s Luke Rahbari join Mr. Stutland as principals of SVF.

Using Volatility

There has been a great deal of chatter about using volatility as an asset class of late, and AdvisorOne held a Webinar in late January with Clifford Stanton, CIO of Prima Capital and Bill Luby, a private investor and author of the VIX and More blog.

Download a Prima Capital white paper, “Volatility as an Asset Class.”

Click here to view the Webinar, The Frontiers of Investing: Using Volatility as an Asset Class


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