Loved it. In regards to tail hedging funds, have you investigated the Simplify funds run by Mike Green? One of his ETFs has a semi-hedged strategy. I can't remember the full details but I think it's always buying slightly OTM puts so that it will only decline by so much in a given period.
Loved it. In regards to tail hedging funds, have you investigated the Simplify funds run by Mike Green? One of his ETFs has a semi-hedged strategy. I can't remember the full details but I think it's always buying slightly OTM puts so that it will only decline by so much in a given period.
Hey, I believe Nassim Taleb invested using these types of strategies.
I would be interested in seeing an analysis of how such a fund could be profitable.