Volatility Trading
topic on 1 show · 1 statements across 1 episodes
1 statements about Volatility Trading, every show
Kresge harvests the volatility risk premium internally rather than paying hedge funds
“Volatility trading, right? The implied versus realized risk premium. Tons and tons of Ph.D. Dissertations have been written on this, and so we have a give all trade on in the book, and we're not going to hire a manager to do that. We're going to put that on, s…”