Excess Returns  cover image

Show Us Your Portfolio: Mike Green

Excess Returns

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The Benefits of Using Gold to Diversify My Portfolio

The vol harvesting strategy is the exact opposite of what I just described. It's a short straddle position that allows me to in a very defined way, because of the way we've built that structure,. We buy back some of the exposure on the extreme moves. And so that actually is really just a way of tapping into an alternate form of fixed income exposure.

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