Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Protip: replace TMF with BUNT when

running these hedged convexity strategies. much much better. TMF has thes huge drawdowns and too much volatility. the downside is you cant buy options on BUNT and the fund is $15 million assets

1 response

Out of curiosity, how do you pick the percentages? I guess you may want to rebalance them over time