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SI170: 'Don’t Try This At Home' ft. Rob Carver

Top Traders Unplugged

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Is There a Negative Skew in Returns?

i think, er to an extent, we kind of take skee for granted. I always trenfo, that's positive skew. But i've spent quite a lot of time recently, and camp cam's kind of cunnor reminded me,. apparently there was a meeting, which i don't remember but he remembers very clearly. He said they were reviewing a strategy that was protecty going to the portfolio - this is obviously negative skew. This is not what our clients want. We should not be putting this into oure portfolio. And actually, yes, so this something i've only just really looked into, soi haven't got you a kind of message as to why this

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