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risk parity

Jun 14 2020

LaDuc Trading: Risk Parity, Market Gamma & Option-Driven Equity Flows

This is a repost from a great article written by our friends at LaDuc Trading. Follow Samantha @SamanthaLaDuc. Recall the 1% Risk Parity Trade of March? I wrote about it here: Gone Fishing Newsletter: The 1% Outlier Event That Tanked Equities 30% – Mar 24, 2020 Back on March 18th, the S&P 500 was down 16% in […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: laduc, risk parity

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