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The fascinating thing about volatility pumping (or optimal growth portfolio, see e.g. here) is that here volatility is not the same as risk, rather it represents opportunity. Additionally it is a generic mechanical strategy that is independent of asset classes.

My question:
Do you know examples where volavolatility pumping is actually implemented? What are the results? What are the pitfalls?

The fascinating thing about volatility pumping (or optimal growth portfolio, see e.g. here) is that here volatility is not the same as risk, rather it represents opportunity. Additionally it is a generic mechanical strategy that is independent of asset classes.

My question:
Do you know examples where vola pumping is actually implemented? What are the results? What are the pitfalls?

The fascinating thing about volatility pumping (or optimal growth portfolio, see e.g. here) is that here volatility is not the same as risk, rather it represents opportunity. Additionally it is a generic mechanical strategy that is independent of asset classes.

My question:
Do you know examples where volatility pumping is actually implemented? What are the results? What are the pitfalls?

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vonjd
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Volatility pumping in practice

The fascinating thing about volatility pumping (or optimal growth portfolio, see e.g. here) is that here volatility is not the same as risk, rather it represents opportunity. Additionally it is a generic mechanical strategy that is independent of asset classes.

My question:
Do you know examples where vola pumping is actually implemented? What are the results? What are the pitfalls?