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Keeping it Simple | Ep.18: To Hedge or Not to Hedge... That is the Question

Keeping it Simple with Simplify Asset Management

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Do You See More Sensitivity on Single Name Equities?

The risk profile of the market is much less Vega, and it's just much more ultra short dated gamma. It's being hedged algorithmically. There's not a guy sitting there thinking about whether to re-hedge. So these are very fast, high, you know, high gamma, high decay bets. They pay off quickly, but it's hard to get away from the difference 10 years ago.

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