VIX Futures Carry Strategy
15 August 2025Dynamic Equity Replacement Strategy
15 August 2025One Pager
S&P 500 Systematic Downside Protection
S&P 500 Systematic Downside Protection
Kambiz Kazemi, Chief Investment Officer
Summary
This two-part strategy combines a long S&P 500 position with a systematic put overlay to reduce drawdowns and improve risk-adjusted returns. It also includes a standalone put protection component designed to perform during major equity selloffs, with minimal drag in risk-on environments.
Inside the one-pager
- Validus S&P 500 Put Protection Overlay
- Validus S&P 500 Put Protection Strategy
- Performance across market regimes
Source
Bloomberg, Validus Risk Management