Innovative Solutions
Quadratic Interest Rate Volatility and Inflation Hedge
This strategy seeks to hedge the risk of increased fixed income volatility and rising inflation and to profit from rising long-term interest rates or falling short term interest rates while providing inflation-protected income.
Quadratic Deflation
This strategy seeks to benefit from lower growth, deflation, lower or negative long-term interest rates, and/or a reduction in the spread between shorter and longer term interest rates by investing in US Treasuries and options.
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