NFT Momentum | The 0 DTE option gammageddon, Managed Futures, jump risk, and NFT liquidity cascades
Pirates of Finance
00:00
CTA's Are Long Ball?
If you're vault targeting does that kind of break apart your analogy to CTA's being a long straddle? No, I think it actually makes it tighter. So as long as you assume implied balls are correlated with realized balls to a certain degree, I think actually ball adjusting the position is much more in line with tracking the delta of the straddle. But I guess to your point too is gammas as high as the money. So actually that long straddle is at moves. It's going to start losing some of that gamma profile though so it's not gamma. Yeah.
Transcript
Play full episode
