Keeping it Simple with Simplify Asset Management cover image

Keeping it Simple | Ep. 21: Do I Feel Lucky?

Keeping it Simple with Simplify Asset Management

00:00

Hedged Equity Strategy - Phase Shifting

The delta profile for those of you who aren't speaking the Greeks fluently is going to give you the sensitivity of the strategy to changes in the underlying S&P. You can also see that the humps are slightly different points, and that's because when they were struck, the market was higher or lower than when the other strategies were struck. This difference in delta between the strategies on any given day is a large driver of their relative performance difference.

Play episode from 31:25
Transcript

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app