Volatility Dollars

topic on 1 show · 1 statements across 1 episodes

1 statements about Volatility Dollars, every show

BAM allocates capital by multiplying volatility dollars by expected Sharpe ratio

“So we allocate capital in the form of volatility dollars, and then somebody has an expected sharp, and they multiply that sharp times the vol dollars to arrive at their expected P&L for the year.”

Dmitry Balyasny Oct 2, 2023 ▶ 38:32 Dmitry Balyasny – Multi-Strategy Platform at BAM (EP.341)

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Volatility Dollars

1 statements about Volatility Dollars, every show

Turn any episode into a week of clips.