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Is the -0.85 VIX-SPX correlation still reliable enough to justify ALVH's 1-2% annual drag on a theta gang portfolio?
correlation VIX hedging portfolio theory
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This is a great question about is the -0.85 vix-spx correlation still reliable enough to justify alvh's 1-2% annual drag on a theta gang portfolio. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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