Economics & Strategy – Equity Derivatives: Third
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Economics & Strategy – Equity Derivatives: Third

Luke Olsen’s crew of five at Barclays advances from runner-up to third place.

Luke Olsen & team

Barclays

Luke Olsen’s crew of five at Barclays advances from runner-up to third place. The five-member crew, headquartered in London, receives accolades from one Paris-based asset manager for “conducting thorough analyses that capture a global view of specific trends.” Although volatility levels and skews are close to post-2007 lows, Olsen points out, “the road toward fiscal resolution in the U.S. and stability in Europe may remain bumpy.” Thus the team is increasingly cautious of right-tail risks — sudden market surges — especially in the second half of the year. “We recommend using option markets to make a gradual, risk-controlled shift into risky assets from lower-yielding safe assets,” says Olsen, who adds that this year should be “attractive for systematic alpha strategies.”

Carolyn Koo


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