Why would one choose to be long an inverse volatility instrument? How is that in... | Hacker News

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		kqr 74 days ago \| parent \| context \| favorite \| on: The Lottery-fication of Everything Why would one choose to be long an inverse volatility instrument? How is that in any world safe?

verteu 74 days ago [–]

Look at the total returns of VXX and you'll see why it's tempting to take the opposite position.

There are plenty of reasonable arguments to short vol, eg: https://www.nomura.com/events/9th-annual-global-quantitative...

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