242: Kris Sidial - Volatility Shocks: Positioning for Convex Payouts
Chat With Traders
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Do You Hold to Expiration or Are You Rolling?
Do you hold them until expiration, or are you rolling these contracts from one month to the next? There is a bit of a balancing act that comes there. It's thinking about the exposure in terms of bucketsd and how much exposure we want there. That can be something that has a little discretionary component to it as well.
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