242: Kris Sidial - Volatility Shocks: Positioning for Convex Payouts
Chat With Traders
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The Long Val Strategy
Long val can be looked at as sophisticated insurance, in a way, right? Where it's like, every month you pay your insurance for your home or your car to insure that if some crazy event occurs, you're not going to lose that. The construction of the portfolio is really what make this because it's not as simple as buying a ton of puts on the s and p or a ton of vixd calls. It the value comes in being able to trade and run uncorrelated strategies that will offset that bleed.
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