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.
Published Research -
Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
A comprehensive comparison between traditional low-risk strategies, buffer strategies, and risk control....
Published Research -
The Low-Risk Anomaly: How Much is a Good Risk Estimate Worth?
Suboptimal volatility estimates may be costing low-risk investors up to $1.9 billion annually....
Research Note -
Nothing Good Typically Ever Happens After 25 Vol
Staying on the sidelines can be an effective strategy–if you have the right tools.
A dynamic strategy that navigates ...
Research Note -
Are Low Volatility Strategies “Broken”?
Low volatility strategies provided little to no protection in March following the COVID outbreak and are continuing to...
Research Note -
Risk Before Return: Targeting Volatility with Higher Frequency Data
Volatility targeting is a relatively simple concept. The historical average volatility of the S&P 500 is about 18% per y...
Research Note -
Liquidity: Same As It Ever Was... or Not?
Moving in and out of markets in this environment is difficult to say the least
Recent bid/ask spreads suggest stock m...
Research Note -
Overslept? No Problem, Trading Late in the Day Proves Fruitful
Buying the SPY at the close and then selling it the following morning at the open would have produced a positive retur...
Research Note -
Differences Between Low Beta and Low Volatility for Defensive Portfolios
Beta and volatility are similar measures of risk with some key differences.
Ranking by beta vs. volatility tends to p...
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