Convexity Strategies

Hedging tail risk - a form of portfolio risk arising from statistically significant moves by an investment from the mean - is one of today’s most pressing concerns in portfolio management. We believe that AVM is one of only a handful of financial institutions equipped to hedge tail risk successfully.

A variety of factors makes this possible, and set us apart from the competition:

  • Each AVM hedge is uniquely designed for a specific client portfolio.
  • We constantly scour the markets to find the most favorably priced options, which enable us to construct risk protection profiles that best accommodate our clients’ tail risk hedging needs.
  • Our hedges are dynamically managed to minimize theta decay.
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Garth Friesen
Principal

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Deep Kumar
Principal

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Carlos Sin
Volatility Trader

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