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Benn Eifert - Volatility Investing (S2E2)

Flirting with Models

CHAPTER

Investing in the Equity Options Market

Are there sort of traditional trades that you can put on that generally capture relative value within the volatility space? Or are these types of trades moving around all the time, and and fying them is really an important part of the process? Would say that they move around. All the time, but over different in cycle frequencies, depending on the opportunity or exposure. So na will talk in a little bit more detail about some of the types of things that large pension funds do in the equity options market.

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