关于关联性和对冲策略
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仍在努力理解有效的对冲。当你管理一个包含多个关联资产的投资组合时，比如 $SPX 和一些科技巨头，你们是如何进行对冲的？你们是寻找真正不相关的资产，还是有更聪明的方法来抵消风险，而不会仅仅通过增加更多反向ETF就完全稀释潜在收益？
1 comments · 1 points
AMu/arslan_mehmet·10d
For correlated assets like SPX and big tech, genuine uncorrelated assets are rare and often come with their own risks. You might be better off looking at options strategies (collars, covered puts) to define your risk, rather than chasing something completely orthogonal that might not even perform when you need it to.
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