J jamesbp Mar 8, 2020 #21 Flynrider said: ‘This is his “edge”: IV “overstatement” and IV mean reversion. Optimization and risk control are keys to exploiting this “edge”. More... Ask Sossy how his edge / optimisation / risk control is doing now after market crash / vol expansion Sossy was short strangles in probably 80 different stocks opened when #1 market was near all time highs #2 Vol was near historical lows
Flynrider said: ‘This is his “edge”: IV “overstatement” and IV mean reversion. Optimization and risk control are keys to exploiting this “edge”. More... Ask Sossy how his edge / optimisation / risk control is doing now after market crash / vol expansion Sossy was short strangles in probably 80 different stocks opened when #1 market was near all time highs #2 Vol was near historical lows
