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Seth Golden posted a new activity comment 6 years ago
@quanto I’m not looking to get up to any more than 15% given the time of year. I am looking for a VXX/TVIX combined exposure of up to 15%. Thus far, still holding just 12% exposure as I’ve looked into the coming week’s expected move. We’ll see how the week shapes up before making any core additions.
Makes sense to keep the position small during these volatile times. So let’s say if your combined exposure increase above 15% due to more market drops, would you cover part of the position above 15%?