Nov 1, 2019
In this episode, we flip the script and have our good friend Jeff Malec interview Jason and myself.
We start by talking about our backgrounds, mine in marketing cat furniture and Jason’s in selling Turkish rugs among other things and walk through how those led us to look for solutions to protect our own portfolios.
We dive into the portfolio construction philosophy underlying the Mutiny investment strategy and how it can help investors decrease their risk and increase their returns.
We then talk through the major tail risk and long volatility strategies and explain what each is really doing under the hood.
We then go into all the considerations around how to protect against a black swan: focsuing on the value of ensembles and diversification across long volatility and tail risk managers, strategies and market microstructures.
I hope you enjoyed this conversation as much as I did