News for hackers. Stuff that matters.
Re:Universa tail fund returned 3,600% in March by pantaloons on Friday May 01, 2020 @10:58AM (#23042587)
The fund would not have such a simple construction - but you can build a simple tail risk strategy with options. Buy deeply out of the money puts on SPX and periodically roll them. You are now betting on a tail risk wiping out the market (although paying a continuous premium to do so).

There are no comments on this comment yet.