Harvest Volatility Management
5 statements across 1 episodes · 4 bullish · 0 bearish · 1 people on the record · first statement Feb 26, 2018 by Rick Selvala · said 4 times in 2 episodes since 2018 · across every show →
Mentions by year
brought up most by Ted Seides (3), Ash Williams (1)
tap a year for its mentions
2019 1 mention in 1 episode
2018 3 mentions in 1 episode
Everything said about Harvest Volatility Management, oldest first
Feb 26, 2018 positive
Feb 26, 2018 neutral
Feb 26, 2018 positive
Selvala: Combine bottom-up stock picking with S&P index options as macro hedges
“Generally how I would want that to work would be, Finding someone who's really good at stock picking, you know, bottom up research, et cetera, and then use S&P index options as more of the macro bet around, you know, macro hedge around.”
Feb 26, 2018 positive
Selvala: Covered calls generate yield when valuations are high and upside is muted
“One is a manager that uses covered calls, and even though, sort of to our earlier point, even if volatility isn't high, stock prices are high, and so adding some yield on top when the risk of a continued run is more muted and the potential of more of a decline…”
Feb 26, 2018 positive
Selvala: Selling 25-delta covered calls realistically adds 2-3% in portfolio yield
“Generally speaking, you know, I think you can adding two to three percent, sort of doubling the yield is, is a reasonable expectation. If you're trying to do more than that, either you're selling calls on a really volatile stock, which in effect is giving you …”