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Benn Eifert - Volatility Investing (S2E2)
Flirting with Models
Is There a Relative Value Community in the Options Market?
Relative value strategies really sort of are there to bring balance to the force, right? And users of derivatives do things in big herds, and they typically have very large size relative to the absolute return community. It creates just this huge congestion in one small piece of the overall options market. Creates really steep term structures. Market makers get stuffed with short term options they don't have the risk mits to hold.
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