Michael Green - The Active Impact of Passive Investing (S5E1)
Flirting with Models
Can I Recreate That Put Structure With a Long Short Portfolio?
Swess and holt, the a simplify credit hedgeef. Ticker, c d x. It's basically a high yield exposure plus a credit hedge that you actually express with a long short equity trade. By going along that, i'm effectively taking advantage of the dynamic that equity is the residual securities on buying it very deep in the money call.
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