long vol

1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Apr 22, 2024 by David Morehead · across every show →

Everything said about long vol, oldest first

Apr 22, 2024 positive
Disclosure
Morehead: Baylor bought long volatility in 2017–2018 to hedge 2020
“We were buying long vol in 2017, 20 18, and just held on to it, and that was what gave us ballast in 2020 when the pandemic hit.”
David Morehead Apr 22, 2024 ▶ 29:20 David Morehead – Top Down Allocation at Baylor (EP.381)
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