Keeping it Simple with Simplify Asset Management cover image

Keeping it Simple on the Road | Ep.6: Endeavoring to Diversify

Keeping it Simple with Simplify Asset Management

00:00

The Different Components of the Dispersion Trade

Harley: The dispersion trades that Harley's referring to are actually designed to capture the difference between a basket of options and the option on that basket. Effectively, they are two very different components. We saw an awful lot of that in the late 1990s where individual names within the S&P had very low observed correlation with the S&p itself. One of the reasons we've seen those strategies falter and struggle is because broadly we've seen correlations rise within theS&P.

Play episode from 27:56
Transcript

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app