Forum: Options
June 16th, 2016, 03:21 AM
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Replies: 20
Views: 7,799
Good point. The most classic one is when a CTA...
Good point. The most classic one is when a CTA smoothens his equity curve with short vol that has nothing to do with the strategy that he/she is marketing. I think of it as sesame oil, a bit of it...
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Forum: Options
June 9th, 2016, 09:20 AM
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Replies: 20
Views: 7,799
Nice find. Gotta admit, the combination of...
Nice find. Gotta admit, the combination of exploiting fund NAV and incentive fee computation scheme and continually wrapping long duration realized losses into short duration end of month unrealized...
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