StarZero All shows Try the podcast clipper →

volatility dollars

1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Oct 2, 2023 by Dmitry Balyasny · across every show →

Everything said about volatility dollars, oldest first

Oct 2, 2023
Disclosure
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)
Made with StarZero

Turn any episode into a week of clips.

This entire site, over 700 episodes transcribed, diarized, checked and made playable, runs on the StarZero media pipeline. Drop in your own episode and the podcast clipper finds the moments worth sharing, cuts them, captions them, and reframes them for every feed.

Try the podcast clipper Learn more