Long Volatility vs Short Volatility investing
Volatility Investing by Seeyond series
When you mention Long Volatility and Short Volatility investing, the first thing that comes to mind is that one strategy must be the mirror of the other. Simon Aninat, Volatility expert at Seeyond, explains why the reality is more complex than it seems…
This interview took place in May 2021.
Main risks of the strategies: capital loss risk, volatility-linked risk, risk related to the underlying asset, model-based risk
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