Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)
Flirting with Models
00:00
How to Find the Right Managers for Long Volatility
The more path dependent the outcome is, the higher the opportunity for convexity. We want different moniness, whether that's at the money, out of the money, debut the money, as well as different tenors. And we believe that covering different asset classes, different strikes, moniness, durations helps to raise the probability of positive outcomes during an event.
Transcript
Play full episode
