Vol twitter is fantastic because there is so much drama and noise and fury over which pet theory is right, and then you look up the 10y returns of the biggest, noisiest accounts and the only appropriate response is “....eh”
Show this thread
-
Not many long vol funds founded before 2000 who are still around! Even Capula was 2005.
I think it’s pretty well known that buying out of the money puts and rolling them does improve compounded return, but it works because it’s very capital efficient, just costs ~1% of AUM for the premiums.
-
-
What’s the simplest way to implement? Ie: how far out of the money, how much time to expiry, what underlying?
Thanks. Twitter will use this to make your timeline better. UndoUndo
-
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.