Tag: short-vol
Strategies
- Systematic Cash-Secured Put Writing
- Earnings Volatility Crush (Selling the Event Premium)
- Index Dispersion (Sell Index Vol, Buy Single-Name Vol)
- Skew Harvest (Systematic Risk Reversals)
- Systematic Covered Calls (Index Overwriting)
- Variance Swap Carry (Harvesting the Variance Risk Premium)
- VIX Term Structure Roll (Contango Carry)