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00:00 – Intro
01:41 – Why should somebody add volatility or tail-risk strategies into their portfolio?
03:10 – Seeking a negative correlation to equities
06:16 – Can you explain what you call your ‘3 trading levers’?
08:11 – Can you breakdown your approach to combining ‘long gamma’ and ‘short Vega’?
13:40 – Do you aim to profit off institutional volatility sellers?
15:16 – Tell us about the short-vega side of your approach?
28:34 – The problems with some common long-volatility strategies?
36:24 – How do you think about the ratio between your long-gamma trades and your short-Vega trades?
38:02 – Do you want to explain your ‘Price is Right’ gameshow analogy for long gamma strategies?
40:57 – Do you think that a discretionary approach is always needed at times?
50:27 – How do you adjust if volatility persists longer-term?
55:36 – What are your thoughts on the VIX?
57:50 – How to help clients to achieve capital efficient accounts?
59:37 – How do you maintain capital efficient overlays and also maintain liquidity for rebalancing during a selloff?
01:04:18 – Does being a volatility expert give you a deeper insight into the global macro landscape?
05 Volatility Series ft. Zed Francis — November 24th, 2021 on Top Traders Unplugged.