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How much should we get paid for skew risk? Not as much as you think!
https://qoppac.blogspot.com/2025/02/how-much-should-we-get-paid-for-skew.html
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uncertainty
skew
cagr
geometric returns
sharpe ratio
equity risk premium
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A bit of a theme in my posts a few years ago was my 'battle' with the 'classic' trend followers, which can perhaps be summarised as:
