Category: Weekly Commentary (Page 1 of 21)
We explore the application of tactical signals to a rolling put strategy, seeking to minimize long-term costs while still providing meaningful protection.
In this research note we demonstrate that holding to expiration is not a required feature of a successful tail hedging program.
Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
By Corey Hoffstein
On September 11, 2020