/biz/ - Business & Finance

>>	Anonymous Mon Aug 31 04:31:07 2020 No.22043978 [View] File: 150 KB, 949x667, 1594353134699.png [View same] [iqdb] [saucenao] [google]

Anonymous Thu Jul 9 23:52:14 2020 No.20238038 [View]
File: 150 KB, 949x667, Capture.png [View same] [iqdb] [saucenao] [google]

>>20237766
What did?
>gold (price was fixed by government)
>trend following futures
>(hypothetically, if they existed) Using options to capture gamma
>(hypothetically, if they existed) Buying OTM puts
The article my screenshots are from is the owner of a long volatility hedgefund, so as many grains of salt as you think is appropriate.

Also, probably the biggest institutional portfolio strategy -- Risk Parity performed well except from 29-32.
(Adaptively allocating between equity, bonds, commodities based on risk.)

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