How to Manage Expectations as a Long Volatility Manager

Long volatility has so much more dimensionality. Even if you pick one market, you can vary across maturities and strikes. There's such a wide range of ways to play convexity or long vall that there needs to be a clear understanding as to what the client who's invested in the strategy is expecting and how it can be delivered. The way to do this is to put a bit more pressure on the client to decide what they really want. I mean, i think that's a very important point. My own experience for more than 30 years is that that's a moving target. People will tell you what they want the crisis occur or something else occur. And then maybe

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