INSIGHTS
Knowledge is Power
Deep dives into volatility mechanics, index construction, and market forces shaping risk-managed solutions
Research Note -
Spread Your Bets
Stock market returns are rarely “average” - big up years drive long-term performance and annual caps often limit participation in those gains. Based on nearly a century of simulated performance, custom indices with volatility control consistently delivered higher annual payoffs than capped benchmark...
Latest Insights
Ongoing analysis from Salt’s team of researchers, strategists, and collaborators — covering volatility, market structure, and innovation in index design.
Research Note -
Intraday Volatility Control in Tumultuous Markets
Volatility-controlled indices with intraday features have gained significant traction in the fixed index annuity (FIA) m...
Research Note -
Intraday Everywhere - Making Sense of the Latest Trend in Volatility-Controlled Indices
Volatility-controlled indices featuring "intraday" data and mechanisms have become more popular as crediting options in ...
Published Research -
Modernizing Volatility-Managed Strategies
There is a positive relationship between the performance of volatility managed strategies and the accuracy of the volati...
Research Note -
"All Weather" Revisited
Firms such as Bridgewater Associates pioneered the concept of "risk parity", allocating assets in a way that balances th...
Published Research -
Risk “Dis”-Parity
A twist on Risk Parity that considers Equities and Bonds may not behave similarly in the face of volatility....
Research Note -
The Layman’s Guide to Volatility Forecasting
Volatility forecasting can work reasonably well—but measuring results is not as easy as it appears. Capturing both intra...
Published Research -
Increasing the Information Content of Realized Volatility Forecasts
An innovative technique that more effectively utilizes intraday data to predict realized volatility....
Published Research -
Volatility Managed Indexes: The Importance of Intraday Data
Not all volatility control indices are created equal - the input data, and volatility measure are paramount....
Research Note -
Stack the Deck With "Rolling Realized Volatility"
Forecasting accuracy is generally enhanced with the addition of more datapoints. Unfortunately, nobody can create more f...
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