Recorded live at the Swan CIO summit, Mark is joined by:
- Chris Hausman, Portfolio & Chief Technical Strategist, Swan Global Investments
- Aash Vyas, Director of Portfolio Strategy and Overlays, Swan Global Investments
They discuss:
- What is the CIO Summit?
- What were the highlights of the Summit?
- Upside/Downside Capture
- The importance of education
- Are options becoming more mainstream?
- Harvesting risk premium
- Why Swan takes a longer-term view for choosing expirations
- Looking into crystal ball for realized volatility levels
- New participants in the overlay space
- Shifting the paradigm from harvesting premium to premium extraction
- Navigating the spike in skew
- The efficacy of skew
Office Hours: Listener questions and comments
- Lumping options funds into the 'alts ghetto.' Is there a better category?
- Are there too many options exchanges?
