The Best Investment Writing Volume 5: Vineer Bhansali, LongTail Alpha - Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities
The Meb Faber Show - Better Investing
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The Trend Following Aspect of Options
The Swiss frank, japanese and gold us. Long bound futures, a simple programm and a left tal sent 500 foot option strategy. The data starts in the early 19 seventies, so we got about 50 years of data. And one of the most important things to us that comes out of this paper is that the more reliable a security and insurance security is, for example, a put option, typically the more upfront cost you have to pay.
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