What If We're Wrong About Recession?
Would you also include other choices for those of us who dont trade futures. Perhaps VXZ or CAOS during long vol periods rather than VIX futures?
Hi Richard. The program is suited for VIXY (ETF)— so easy swap if you don’t trade VIX futures
Love these breakdowns Aahan. Helps to better understand what drives the models and how we can be confident running modest risk at nominally high asset prices historically.
Glad to hear it, Budi! Buying and holding through the highs isn’t always comfortable. I struggle with it personally too!
Knowing that the process will adapt and compensate as described helps me sleep better at just and hopefully helps others as well.
For non-subs, I think it offers a stylised way to think about how to approach equity exposure during a potential drawdown.
Would you also include other choices for those of us who dont trade futures. Perhaps VXZ or CAOS during long vol periods rather than VIX futures?
Hi Richard. The program is suited for VIXY (ETF)— so easy swap if you don’t trade VIX futures
Love these breakdowns Aahan. Helps to better understand what drives the models and how we can be confident running modest risk at nominally high asset prices historically.
Glad to hear it, Budi! Buying and holding through the highs isn’t always comfortable. I struggle with it personally too!
Knowing that the process will adapt and compensate as described helps me sleep better at just and hopefully helps others as well.
For non-subs, I think it offers a stylised way to think about how to approach equity exposure during a potential drawdown.