thanks for those suggestions. The problem with the TAIL though is that it's returns are not exponential. I therefore need to allocate a bigger part of the portfolio into it, or else it doesn't cover much of the losses
it's definitely not as granular as individual options, but it has some convexity because of the puts it owns. it owns a lot of treasurys so in a balanced portfolio one could take a piece of the fixed income allocation and place that on TAIL
broad inflation exposure is available via RLY ETF. crash hedge via TAIL. or everything together, simpler, via all-weather RPAR
thanks for those suggestions. The problem with the TAIL though is that it's returns are not exponential. I therefore need to allocate a bigger part of the portfolio into it, or else it doesn't cover much of the losses
it's definitely not as granular as individual options, but it has some convexity because of the puts it owns. it owns a lot of treasurys so in a balanced portfolio one could take a piece of the fixed income allocation and place that on TAIL