Self-Taught Quant (guest: Harel Jacobson)
The Market Huddle
00:00
How Do You Hear a Volatility Book?
When you measure real-life volatility, it should complement your strategy or your edging style. So on average, I need the market to move 1% every day so I can make money. There are many different ways to do dynamic hedging and the problem is that you only know in retrospect what the best way was.
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