Rolling Puts, Options, Straddles, Strangles, Volatility Arbitrage and Short-term Downcapture – Mutiny
This Mutiny podcast is an open-ended exploration of topics relating to growing and preserving your wealth including investing, markets, decision making under opacity, risk, volatility, and complexity.
Mutiny Fund is a multi-strategy long volatility fund designed to give retail investors a way to insure their portfolios against volatility, tail risk, and black swan events.
This is the fourth episode of a four part series where Jason and Taylor discuss the thesis behind Mutiny.
In the previous episodes, we’ve explored diversification and the use of volatility as an asset class. In this episode, we’ll be looking at different ways to execute a particular long volatility strategy of equity tail hedging. We’ll be discussing rolling puts, options, straddles, strangles, volatility arbitrage, and shorterm downcapture.
Have comments about the show, or ideas for things you’d like Taylor and Jason to discuss in future episodes? We’d love to hear from you at firstname.lastname@example.org.