Policy Tensor

Share this post

User's avatar
Policy Tensor
How to Sell Volatility

How to Sell Volatility

policytensor
Jan 28, 2020
∙ Paid

Share this post

User's avatar
Policy Tensor
How to Sell Volatility
Share

I want to design systematic trading strategies that harvest the intermediary risk premium. In what follows, I describe four strategies for trading systematic risk. One can always rescale bets to achieve any desired level of returns by bearing greater risk. The risk of poor returns can be proxied by the volatility of the portfolio returns. Risk premium, …

Keep reading with a 7-day free trial

Subscribe to Policy Tensor to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2025 Anusar Farooqui
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share