A presentation as part of the CMT West Coast Regional Summit 2025
About the Presentation: Volatility is often perceived as a risk to be mitigated, but for seasoned portfolio managers, it presents a unique opportunity to capture alpha. In this session, Frank Longman, CMT, will share insights from decades of experience deploying mean-reversion techniques to capitalize on market inefficiencies. As a portfolio manager at Teixeira Partners, Frank employs Volatility Capture strategies that complement and diversify traditional momentum and trend-following approaches.
Attendees will gain a deeper understanding of how systematic trading models can exploit short-term price dislocations, the role of volatility overlays in portfolio construction, and how these strategies fit within a broader hedge fund investment framework. Whether you’re an asset allocator, risk manager, or trader, this session will provide actionable takeaways on incorporating volatility-driven alpha strategies into your investment process.
