former salespersons tend to sell high-end cars, corporate finance into consulting, traders into selling mutual funds
Is the idea that you are serving as a quasi-layoff counterparty for their skew risk or is it the opposite, you trade the same direction?
You're an intelligent person. Whole idea on alpha is similar to when we hedge certain notes. If you can replicate and dynamic hedge in vanilla universe, this means you can use the swap idea in exchanges market.
I have daily statement, but these figures are based on monthly with 5% Risk-Free. Sharpe Ratio: 0.557734075 Std Dev : 0.022232818 Average: 0.0124 Sortino Ratio: 2.77773519 Downside Risk: 0.004104063