AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Illi Getall
When you put on short vall optionality, you still have convexity to those losses. But if you're using a mean reversion strategy, then you're saying that's really your losses versus the comvexity of just buying the options. And so that's where all balances out. That's what letting, that's what trend following is the winners ride the trend for longer.