Benn Eifert - Volatility Investing (S2E2)
Flirting with Models
Is the Market Always Over Pricing Tail Risk?
The vast majority of cases where you see option strategies that blow themselves up really when you, when you dig into it, there was some massively over leverage, tail risk typef of position under the hood. You're taking a highly negatively skewed pay off. It's going to show a very great, a great sharp ratio until until you're bankrupt. And they start, you know, the natural human behavior, i think, there is to ratin increased sizes and increased sizes because the volatility of the portfolio is extremely low right here.
00:00
Transcript
Play full episode
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
