Jason Buck, Mutiny Fund – Carry, Convexity & The Cockroach | #440
The Meb Faber Show - Better Investing
What's the Scratch?
The dispersion in 20 22 has been enormous, depending on what your trading strategy style is. Even if we look at like v x t h, which is long s and p and then buying 30 delta calls on vix, i believe it's down about 18 % on the year. But other strategies that h've done really well is a looking at cross asset volatility. Other trades, like gamma scalping, that have a little bit of a re striking component to em, those have done really well. Your classical tail risk or long volatility trades, have really struggled in an environment like this.
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