Tag: options (Page 1 of 3)
Option strategies can be used to isolate and quantify the cost of whipsaw in trend following strategies, which can help set expectations on whipsaw.
A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.
There is no perfect hedge for equity market drops. Rather finding a hedge that pays when you need it and costs little when you don't is the goal.
We evaluate the state of risk management by exploring the historical performance of eight different risk-managed strategies over the last 20 years.
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Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
By Corey Hoffstein
On September 11, 2020