A 2x leveraged long and short pair can harvest volatility in a calendar that looks like pure volatility harvesting, creating performance returns from rebalancing gains rather than directional appreciation
factualpending
Speaker
Mike GreenEvidence Quote
“you can create a performance uh uh calendar that really just looks like volatili- what's called volatility harvesting [3:35]”
Created: 8/12/2026, 6:11:43 PM
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