People love positioning/flow arbs on this site (dealer option hedging, target vol and risk parity flows, convexity hedging etc etc, all the same shit with different names) so let me tell you about the **greatest flow arb that ever existed**
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Well. I recall an old boss of mine saying he helped develop the index while he was at McKinsey. It then went to GS. IDK if true...and also prob 15 year old convo. But sure would fit.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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