NFT Momentum | The 0 DTE option gammageddon, Managed Futures, jump risk, and NFT liquidity cascades
Pirates of Finance
00:00
CTA's Are Long Low Frequency Ball and Short High Frequence Ball
CTA's tend to exhibit a daily skew that's negative. And this is what I kept banging the drum about that finally happened in March 2020 where they got caught on the wrong side. So an argument for why would you pay up for an option versus discreetly delta hedging is because you are getting rid of that jump risk.
Play episode from 28:17
Transcript
