volatility trading

1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Jan 28, 2019 by Donna Snider · across every show →

Everything said about volatility trading, oldest first

Jan 28, 2019 positive
Disclosure
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…”
Donna Snider Jan 28, 2019 ▶ 35:28 Donna Snider – Inside the Investment Process at the Kresge Foundation (Capital Allocators, EP.84)
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