What are the best ways to gain exposure to long volatility? VIX ETF's seem like a poor choice for holding long term and only suitable for short term trades on spikes in volatility. I'm looking for something to hold long term as part of a diversified portfolio.
I'm trying to replicate the strategy as laid out in the "The Allegory of the Hawk and the Serpent" by Artemis Capital. I highly recommend everyone take a look at it (as well as "Volatility and the Alchemy of Risk"). Unfortunately I don't have the capital to invest in private hedge funds so I need to attempt to replicate this using ETF's or other options.
Submitted February 23, 2020 at 06:06PM by austrolib https://ift.tt/2HNGTFV
