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NFT Momentum | The 0 DTE option gammageddon, Managed Futures, jump risk, and NFT liquidity cascades

Pirates of Finance

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Is CTA Static Versus Active Risk Sizing?

There's like static versus active risk sizing. Volatility tends to expand when equity markets exhibit negative returns. vault targeting has historically been a proxy strategy for trend following. The same correlation between returns and volatility does not hold in other asset classes.

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