Conchobhair

Volatility Monetisation (Convertible Bond Arbitrage)

TVC:VIX   Volatility S&P 500 Index
https://www3.nd.edu/~zda/TeachingNote_Co...

This is a very basic explanation. Can be applied to TSLA convertibles or any others fitting desirable criteria.

Monetised vol., yield and income generation can result in hypothetical annual returns above 6% without prime broker leverage.
Comment: Visualisation of Delta http://i.magaimg.net/img/3maq.png

Comments

lovely
+2 Reply
Conchobhair Doc-al-Citadel
@qdoc, I feel like this is stuff you aren't supposed to share with retail "traders" hmm :)
+1 Reply
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