Someone who knows options help me with this. When I traded variance swaps we marked them to the average of quotes that dealers sent us. For NAV we had an independent third party mark them. Why would you be marking them with a model?https://www.bloomberg.com/news/articles/2021-02-22/infinity-q-fund-seeks-sec-permission-to-suspend-redemptions?sref=vuYGislZ&utm_source=url_link …
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Maybe he forgot he wasn't a private equity fund?
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Does this mean I have to drop all references to "quantamental" from my CV now? Drats... just updated it a few days ago too...
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Changing to ''fundaquantal approach within a team gathering over 120 years of cumulative experience combining systematic top down alternative beta analysis with a bottom up overlay'' should be absolutely fine.
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