dest's overwrite journal

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Ok,since I'm the dumbest guy in the room,I'll ask ...

What is 2x1 vol???

"stress each tenor at neutrality basis the fwd using prevailing ATM vol at2x1.
3) model ratios and commitment (2x1 or 3x1 and stock allo)."
 
Ok,since I'm the dumbest guy in the room,I'll ask ...

What is 2x1 vol???

"stress each tenor at neutrality basis the fwd using prevailing ATM vol at2x1.
3) model ratios and commitment (2x1 or 3x1 and stock allo)."


Sorry, I was tired. I'd done a 9-miler.

2x1 ratio, not vol. I go 2x1 (vol/shares) to 3x1.
 
I will post the first position after the close along with the layman's guide to strike selection and sizing. Had a 5% week. Today's figures.

Screenshot_20210611-102823_Gallery.jpg
 
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