Jason Buck - Designing the Cockroach Portfolio (S6E1)
Flirting with Models
00:00
How to Monetize Options Trades
The bulk of the portfolio is just long optionality. People aren't willing to hold like tail risk as we saw with CalPERS cutting into the last minute. We also look for vol-relative value managers that are essentially like buying the wings or they can be long ball if vol really picks up, or they can shift pretty quickly.
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Transcript
