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SI189: A New Era for Currencies ft. Alan Dunne

Top Traders Unplugged

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Are You a Buyer of Volatility?

The idea of having multiple risk factors in the portfolio, holding uncorrelated strategiesnd and holding them in size a. I think whyat all resonated, particularly with me at the moment, as we've been doing the allicator series. They also recognize that, you know, high vall can be a good thing, because hig val means a bigger impact on your overall portfolio. In fact, they preferred that, they prefered that exactlyd so so does the concept  of buying volatility. But it's still an outo consensus type of approach to to size portfolios and size exposures based on on volatility and an risk contribution.

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