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Thiago Guerrera Profile picture
Thiago Guerrera
@Thiagogm
Working on https://t.co/lnn8EMuS5V. Statistics is my craft. Writing about finance, time series, NLP and more. 🇧🇷 in 🇳🇴
Feb 24, 2020 • 55 tweets • 24 min read
1/ I knew I had to add convexity in my portfolio for a long time. After an amazing 2019, I began 2020 learning about options to try to implement a tail hedging strategy. Given all the uncertainty right now I believe others might benefit from what I learned. Thread 🧵👇 2/ To be clear, this is work in progress. Feedback is welcome. I still have many points to improve but I believe that I am reasonably protected against a potential crisis.