
98: The End Of Uncertainty & How "Risk" Can Be Managed With Expectancy
About this episode
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.
Get every episode summarized
Each time The Option Alpha Podcast publishes, we email you a written briefing from the transcript — the topics, who appeared, and any specific claims, with the ad reads skipped.
Email me new episodesFree for 3 shows. No card needed.
Hosts & guests
No transcript yet
This episode has not been transcribed. Request it and it moves to the front of the queue.
More episodes
More from The Option Alpha Podcast

245: Avoiding the "Pearl Harbor" Portfolio
The Option Alpha Podcast

244: Top Trader Interviews - Jack Krupey
The Option Alpha Podcast

243: Longtermism - The New Battle Cry for Short-Term Options Traders
The Option Alpha Podcast

242: Checklist Before Going "Live" With Real Money
The Option Alpha Podcast