3min chapter

Flirting with Models cover image

Jason Buck - Designing the Cockroach Portfolio (S6E1)

Flirting with Models

CHAPTER

The Importance of Volatility in the S&P 500

A lot of liquidity ends up getting recycled into the S&P. But do you ever utilize options on other asset classes or hedges on other asset class? Yes, and yes. The idea is during a risk on cycle, that explosivity starts to build up in the S&p 500. After March 2020, that implied volatility makes it pretty expensive to be on theS&P ball.

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