Cliff Asness on Quant Value Investing
Masters in Business
Puts Hedge Bolt From the Blue Crash
Puts work really well in crashes. March of 2020, October 19th of 87, huge. Their leakages in terms of premium over the long haul that doesn't have crashes is larger than what they make. In 2022, managed futures helped like crazy because it was a long slow developing. Puts hedge bolt from the blue crashes and trend following hedges long slow crashes.
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