finccam at expert panel on overlay strategies

finccam's Daniel Krause took part in the panel discussion on derivative overlay strategies at the capital markets conference organised by Citibank in Frankfurt on 9 September 2026. Together with portfolio managers from other renowned asset managers, he discussed the use of volatility, dispersion and trend-following strategies in an overlay format ("portable alpha"). A key takeaway was that the equity volatility risk premium has been particularly stable and attractive since the outbreak of the US–Iran war. Many thanks to the many engaged attendees, and to Citibank for the invitation and the excellent organisation of the event!