The Buzz: Hot off the heels of the Swan CIO Summit
Highlights included:
- Making Vol Great Again
- Perspectives on Risk Management
- A Strategy to Define Risk
- Where Hedged Equity Fits
- Many Optiosn with Options
Office Hours: What do you want to know?
- Question from Allan Tullman - There was a lot of research last year regarding selling put options to harvest risk premium. Now that volatility is back is this an ideal time to harvest premium via put selling or does the increased volatility increase the probability of getting whipsawed?
- Question from Charlie C. - Quick Q for the show: What's the weirdest thing you've seen in the options market?
- Question from Seveny - When can we expect Swan Crypto? Sure would have been nice in the recent selloff.
- Question from Dajakal - Is there a good rule of thumb for when to use a ratio spread and how much of a ratio to use? 2X? 3x? More? Also what is best time or scenario for ratios?
- Question from Duffy - How do you handle the fixed-time aspect of trading options? Most of my client strategies have a 1-2yr time horizon so trading a 1 month or 3 month option doesn't really suit my needs.