General Investing >> Money Manager Interviews >> December 13, 2022
Option-Selling Strategy Takes Advantage of Volatility Risk Premium
Alex Zweber isManaging Director, Investment Strategy at Parametric Portfolio Associates LLC. Mr. Zweber leads the investment team responsible for Parametric’s liquid alternative strategies. He has more than 15 years’ experience working in portfolio construction, trading, and portfolio management across both futures and options. In his various positions, he has worked closely with institutional and high-net-worth clients and their consultants to address investment and risk management needs. Previously, he was responsible for supporting the development and distribution of Parametric’s strategies in Europe and before that served as a senior portfolio manager on Parametric’s volatility risk premium solutions. Mr. Zweber began his career in investment management in 2006 with the Clifton Group, acquired by Parametric in 2012. Profile
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TWST: As a reminder for our readers, can you tell us about the firm?
Mr. Zweber: Parametric is a systematic manager and we focus on a number