Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Flirting with Models
Tail Risk Hedging
i want to go back to our discussion a little bit on the more practical nature of tail risk hedging. One of the potential changes we have seen over the last couple of years is different dominant agents emerge in the option space. There's what i would call a sort of the thousand duck sized horses in the form of so socially levered retail traders. And then, as may be a counter example, the j p morgan hedged equity fund that has very well documented roll schedules. Both of these could tally represent risks or potentially represent structural edges that hedgers could take the other side of.
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