Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey
Long Story Short
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The Fundamentals of Trend Following for Asset Management
On our side, we frequently see tail hedgers come into the market around minus 10, 15% in equities when options are getting pretty expensive. What you're describing to me is basically insourcing it, taking that responsibility, and avoiding all that premium cost. And if you're going to be outsourcing that risk management to the options market for a price, well, that's probably not the most efficient way to run a portfolio.
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