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  1. Jjapp

    Jjapp

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    Marc Swiss

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Showing content with the highest reputation on 04/11/2020 in all areas

  1. 1 point
    Jjapp
    I think you could do a bunch of things for "low risk" including appropriately sized systems but I'm not sure. I'm guessing he isn't holding indexes but who knows. On the options pricing in the tails he is one of the guys who rejects mean variance techniques for pricing and prefers other methods. Here is something he posted previously on it. Option_Pricing_Under_Power_Laws_A_Robust (1).pdf
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