The Newsroom is the central information point for investors, interested parties and journalists.
In this section you will find case studies – INSIGHT – and current information – IN FOCUS – on markets and on investment strategies as well as multimedia content and press coverage.
Maximum Efficiency: Currency Overlay without Limiting the Investment ManagersInsight
Building profitable strategies using non-trending financial assetsInsight
In financial theory, some assets are referred to as „mean extending,“ which implies that they show a positive trending drift over time and therefore can provide a buy-and-hold return. Thus, investors do not require special
skills to time the market to earn a profit over time. Yet, this investment universe is rather narrow and offers limited diversification benefits.
Investments in as …
Structural Advantages of a Dedicated FX OverlayInsight
An independent asset manager takes on volatile FX marketsPresse OpenMarkets CME Group
Fundview Interview: “Short-Vola is not a Total Return Product”Video
Short volatility products are not total return or all-weather strategies. Find out why 7orca nevertheless sees a positive future. This video is available in German.
AAA Event: Capturing the Volatility Premium ResponsiblyVideo
7orca presents how investors can capture the equity and volatility risk premium in an ESG-compliant way and sustainably improve their risk-adjusted portfolio return. This video is available in German.
How Tenor Management enhances Passive Currency Overlay ProgramsInsight
Hedge funds bet against lasting US election-induced market turmoilPresse Financial Times
Turbulent markets upend volatility hedge fundsPresse Financial Times
Short Volatility Strategies make Sense.Kommentar
In the aftermath of recent events, some mutual funds were closed with different justifications. A particularly pithy reason, expressed in an attention-seeking manner is: Short volatility approaches would not „work“ anymore and were therefore no longer suitable for institutional investors
Impact of the COVID-19 Crisis on FX Hedging CostsIn Focus
The COVID-19 crisis has prompted central banks to cut key interest rates. This has had an impact on interest rate spreads and cross-currency basis spreads.
Short Volatility Risks: Déjà Vu?In Focus
7orca Asset Management: An FX overlay manager uses best execution toolsetsPresse FX|ALGO
Differing developments in volatilities on the interest rate marketIn Focus
Answers to a changed FX Market StructureInsight
The foreign exchange market has undergone significant structural changes in recent years. The liquidity structure has changed, since established market participants have less risk-bearing capacity due to regulatory reasons and have to react to the emergence of new market participants. The Dodd Frank Act in the United States and the European MiFID II regulation have also had an impact on th …
Ex-Berenberg Bankers Raise $2.2 Billion,Take On FX MarketsPresse Bloomberg
Systematic FX Overlay ManagementInsight
ChampionsView on 7orca Vega ReturnVideo
The 7orca Vega Return (ISIN DE000A2H5XX8) is a multi-asset short volatility fund designed to tap an alternative source of return. Tindaro Siragusano, CEO, talks about the way this fund works and how it can achieve its target return of 4 to 6 percent. This video is available in German.
BAI Webinar: Currency Risks in Private AssetsVideo
Jasper Duex, CIO and Holger Bang, CFA, Head of Portfolio Management explain the challenges that foreign exchange risks pose to investors in EUR-denominated private assets. They also explain the particularities that need to be considered and the extent to which currency hedging makes sense. This video is available in German.
An Independent Asset Manager takes on volatile FX marketsPresse Risk.net
The Power of Diversification in Short Volatility InvestingInsight
7orca manages over EUR 1.5bn one year after foundationPressemitteilung
Eight Ex-Berenberg Bankers Build $1.7 Billion Asset ManagerPresse Bloomberg
The phenomenon of the cross-currency basis spread: the real hedging costsInsight
The hedging costs in EUR/USD will increase further toward the end of the year by the cross-currency basis spread. This INSIGHT explains its implications for passive and active currency hedging strategies and how they can even benefit from this development.
The cost of hedging the EUR/USD currency pair continued to rise in 2018. At the beginning of the year, the cost for a three-m …
ChampionsCall: 7orca Vega Return – Short Volatility Investments explainedVideo
In recent years, the volatility risk premium has developed into an established and recognised source of returns for professional investors. Particularly in the low-interest regime, this risk premium represents an attractive diversification of returns in portfolios. This video is available in German.
How Currency Overlay Strategies can benefit from Artificial IntelligenceInsight
In addition, risks from foreign currency exposure are not rewarded by a natural risk premium, which is why managers typically apply some form currency hedging. In the search for flexible solutions for limiting currency risks, institutional investors have increasingly turned towards active overlay strategies, which are currency hedging strategies that adapt their hedge to the market enviro …