Going through some pension presentation slides and can’t help but think: probability space ≠ payoff spacepic.twitter.com/kqa2WKGa6A
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VRP harvesting Is a positive EV strategy In the indices if you soft hedge units of negative convexity on the book, and have a tactical risk signal(<110 VVIX). But would a Simphalopod know.
Wow risk-on strategy expected to make money incredible stuff when are you gonna drop more alpha like this
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Check through my Twitter page, I have dropped way more alpha than this basic risk on signal(which was mentioned In Positional Options Trading By Euan Sinclair.)
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I had a quick look, seems like you just link to really well known stuff. Gonna take a swing and guess this yet another “quant” account that’s never run real money
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