Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Flirting with Models
Is There a Rigidity of Hedging in the Markets?
The adoption of telris hadging programmes seems to have accelerated post march 20 20. The thinking behind this was very good, in a way, because a lot of people had been banging on about how stocks and bonds could go down together. And what's your defence then, really it's long convexity strategies. As tren following may be to some degree at least or probably is, and a buying protection. So it makes perfect sense how it's done. I another question, but i can totally realize why people do this. But as long as your manager can assure you that they're not taking other tail risks in the attempt to hedge your tail risk, i think this hat
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