6 ms·
Run a barbell strategy with short-term bonds and equity put options (slightly OTM). The convexity helps you out here - you're far more exposed to downward price
by ThrustVectoring 9y ago
Run a barbell strategy with short-term bonds and equity put options (slightly OTM). The convexity helps you out here - you're far more exposed to downward price movements than upwards.