78 - Hacking Expectancy, or Breaking the Market? w/ Matt Hollerbach
The Trade Busters
The Asymmetrical Impact of Volatility Tax
If the distribution is skewed enough, then cutting off the left tail. A drawdown is hurts you more than a equal increase will help you. So we're actually taking advantage of the asymmetry. When you start getting very skewed, especially left skewed profile returns, it's not a good estimator. It's too low for something like selling options because the left tail so big.
00:00
Transcript
Play full episode
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
