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BNP Paribas has published a paper investigating the drivers and intricacies of #dispersion. One of the conclusions of its research is that #dispersion #strategies should be incorporated into #portfolios, particularly during periods of rising markets, to help identify opportunities and manage risk, according to Julien Turc, head of QIS Lab, Global Markets at BNP Paribas “With this paper, we look at statistical #dispersion in the US market without getting into the details of trading variants, replication, hedging choices.” - Julien Turc Read #SRPs full interview with Julien here (member access): ➡️ http://spr.ly/6043c3omD #structuredproducts #dispersion

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