I remember someone posted it on this site. It was long volatility, but so mitigate the decay over time it would be long equities or equity futures? Does anyone know about this? Thanks.
Naw, not from one of my threads, someone posted about its performance. This sounds interesting. If you can essentially go long volatility for free, you could make a freaking killing on the next downturn. Like, use that strategy until VIX hits like 35 or 40, then go short volatility about half your portfolio, short more the higher it goes, make out like a bandit on the rise and then subsequent fall.
Uhhhh, this is a real internet forum, and I am a real person, and I did type that post out, so I would guess its real. What is your problem with it? I would love a critique!
"If you can essentially go long vol for free"....sorry, thought anyone who knew anything about options know that there is always trade off between the Greeks.
I get that, that's why I'm wondering about the strategy this fund was taking. You clearly SHOULDN'T be able to do it, that's why I'm wondering. Thanks.
http://www.globalsigmagroup.com/ https://www.zerohedge.com/news/2018-02-08/vol-fund-run-former-sac-quant-crushing-it