Master Variance & Dispersion Trades with Numerix CrossAsset
Why Attend?
Explore how Numerix’s advanced analytics and cutting-edge tools, like Numerix CrossAsset, can elevate your approach to variance and dispersion trading. Gain a deeper understanding of these complex derivatives by diving into their trading dynamics, modeling techniques, valuation strategies, risk management practices, and simulated profit-and-loss scenarios. Don't miss this opportunity to gain actionable insights and discover new strategies for enhancing your portfolio with Numerix CrossAsset.
Presenter
Edoardo de Sa’ Pinto, Quantitative Analyst - Presales, Numerix
Date
July 17th | 10:00 AM EDT
Variance and dispersion trades are gaining traction in capital markets, driven by evolving market conditions, macroeconomic uncertainty, and increasingly sophisticated investment strategies. These advanced trading instruments, designed to leverage differences in volatility and return correlations across assets, are creating new opportunities for traders and investors.
In key markets like the U.S. and Europe, equity return dispersion—the performance gap between individual stocks within an index—has surged in recent months. This rise is largely driven by heightened political and economic uncertainty, which has sharpened investor focus on company-specific fundamentals. Consequently, stock performance across sectors has become more divergent, creating valuable opportunities for sophisticated, alpha-seeking investors. Meanwhile, others observing high dispersion and single-stock volatility alongside low index volatility, are taking the opposite approach and betting on the market overestimating dispersion levels.
Join us for a webinar tailored to finance professionals and trading experts looking to deepen their understanding of variance and dispersion trades and how these strategies can address inefficiencies in stock correlations when broad equity returns are harder to achieve.
During the webinar, Edoardo de Sa’ Pinto, Presales Quantitative Analyst at Numerix, will delve into the fundamentals of these sophisticated instruments, covering key trading and modeling concepts. He’ll also showcase practical applications in pricing, valuation, risk management, and simulated P&L using Numerix CrossAsset.
Join the webinar to gain valuable insights into:
- The mechanics and market dynamics of variance and dispersion derivatives
- The growing interest in these advanced trading instruments and their role in today’s financial markets
- The complexities of trading and modeling variance, with a focus on hedging strategies and the significance of convexity and skew
- How to utilize Numerix CrossAsset XL for pricing, valuation, risk management, simulating profit and loss scenarios, and managing correlation strategies for variance derivatives
Featured Speakers
Edoardo de Sa’ Pinto
Edoardo de Sa’ Pinto is a Presales Quantitative Analyst at Numerix. Since joining the company in 2021, he has transitioned from the role of Financial Engineer to his current position, where he applies his expertise in quantitative finance and modeling.
He earned his MSc in Mathematical Engineering from Politecnico di Milano, building a strong foundation in analytical and problem-solving skills that he brings to his work.
Outside of his professional life, Edoardo enjoys exploring the outdoors, experimenting in the kitchen, and playing basketball.
Udi Sela
Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.
