My first reaction was "Something has gone wrong if you can find two assets with the same return but wildly different volatility" but the example of the 60/40 portfolio is interesting
The argument for tail risk hedges, summarised. Obviously a lot depends on the details (rate of theta bleed, correlation of hedge with main portfolio, expected performance of hedge in crises) but this is all the main ideas.https://twitter.com/bennpeifert/status/1362908508237090816 …
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Can somehow imagine the variance drag in cryptos must be pretty large...
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