I can’t claim that I managed it very well. I sold the liquid stuff, hedged everything else I could think of and waited until everything rolled off 
A hot mess of index options, VIX futures, volatility ETFs and variance swaps that was supposedly delta, gamma and vega neutral but still lost money on every equity selloff (in March 2020).
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Jesus
Thanks. Twitter will use this to make your timeline better. UndoUndo
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I've heard that story several times now, all from different people
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I think that was quite a common blow up last year
End of conversation
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