OAP 098 : The End Of Uncertainty & How "Risk" Can Be Managed With Expectancy
Published June 10, 2017
|
28 min
    Download
    Add to queue
    Copy URL
    Show notes

    Show notes: http://optionalpha.com/show98

    The markets are evolving faster and faster as the introduction and use of computer-driven or data-driven trading systems start to hit exponential growth rates. So, the question becomes, is this the end of systematic risk and market uncertainty? To put it bluntly, no - in fact, never will we reach a point at which there isn't some sort of systematic risk that we have to price into our options trading. And these future expectancy models are where the opportunity will be. I believe that markets will eventually become flatter and more volatile which means that the traders and investors who can harness these sideways markets will ultimately outperform everyone else. Those who can manage risk, not eliminate it, through the use of data-driven software tools and technology will be the ones left standing and in today's show, I want to dive deeper into these higher level concepts you need to recognize.

      15
      15
        0:00:00 / 0:00:00