Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Introduction
00:00 • 2min
The Challenges of Protective Put Strategies
01:48 • 5min
The Relationship Between Market Volatility and Liquidity
07:16 • 5min
The Covariance of Market Prices
11:46 • 2min
The Vol Risk Premium
13:41 • 3min
The Effect of the Volatility Risk Premium on Options Protection
16:31 • 5min
The Benefits of Optionality
21:59 • 4min
The Negative Skewness of Short Vol Positions
25:57 • 3min
The Persistence of the Vol Risk Premium
29:24 • 4min
The VRP and the Volatility Risk Premium
33:44 • 3min
The Put Spread Collar: A Strategy for Rebalancing Luck
36:32 • 6min
The Root Cause of Observed Timing Luck
42:17 • 5min
The Motivation for Investing in Corporate Bonds
46:57 • 6min
The Negative Alpha of the Corporate Bond Strategy
52:48 • 4min
How Endeavour Optimizes for Clients' Unique Goals
56:54 • 5min