Implicit Shortfall Trade
Christopher delves into the concept of implicit shortfall trading, highlighting how various market strategies, like risk parity and ball targeting funds, replicate short option exposures without directly selling volatility. He emphasizes the hidden risks embedded in these strategies, shedding light on the trillion-dollar financial alchemy driving markets higher while lowering volatility.In this clip
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Odd Lots
The Market's Big Bet on Low Volatility
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