Is there an actually effective way to short vol?
We all know that shorting volatility through vix related products are akin to picking up pennies in front of a steam roller. However, not accounting for +3 sigma events, selling vol is actually serious alpha. So this leaves me to ask, is there actually an effective way to capitalize on this 'easy' alpha while not being subject to graveyard of vol sellers?
badquant, hey, look at the bright side, at least you didn't get a ton of monkey shit thrown at you...here is my best guess on threads that might be helpful:
More suggestions...
Fingers crossed that one of those helps you.
Used to see a dude driving around Charlotte in a Jaguar S-type with "SHORTVIX" vanity plates.
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