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Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
Flirting with Models
Should We Ever Buy an at the Money Straddle?
Tail risk is distinct from volatility just generally or long volatility and then we'll get into a couple of other things but buying an at the money straddle is a long volatility position. Long-run expected returns of a portfolio that doesn't have to stop itself out and reduce its risk at the worst times can be very positively enhanced. The key question is how much is the world charging you for different types of tail risk and are there opportunities for an asset owner that makes sense given the pricing?
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