3 ms·
I mean, it's full of academic journals such as Zero Hedge in its references. But I didn't read it as advocating a long vol strategy as pointing out the meta pr
by thanatropism 9y ago
I mean, it's full of academic journals such as Zero Hedge in its references.
But I didn't read it as advocating a long vol strategy as pointing out the meta problem with short vol. Someone who has thought and written much deeper on similar issues is Elie Ayache. But Ayache is full on unreadable and kind of aims for a "Derrida of finance" role.
This note, in contrast, was very well written.