Pavlo Kot

Setting return objectives may not suit long volatility investing, Kris Sidial notes

Setting return objectives may not suit long volatility investing, Kris Sidial notes
Return targets in long volatility questioned

Kris Sidial described his skepticism toward setting specific return objectives for investments, particularly when dealing with long volatility strategies. He noted that investment allocators often establish target returns, but he is not a fan of this approach.

Sidial has previously highlighted notable trends in the volatility space, including his recognition of Vance Harwood’s extensive research on VIX ETP products in his tribute to Harwood. He has also reported on repeated large selling pressure in the ES futures market that weighed on equities over a three-month period. These observations form part of Sidial’s ongoing commentary on market structure and volatility.

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