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April 6, 2016 at 2:07 am
#5280
Prakash Mishra
Participant
Hi Igor, can you please expand on the diversification over price concept? I understand the diversification over time; basically different DTE’s. But when you say diversification over price, do you mean scaling in to the same IC at higher credit if underlying moves fast? Or is it the low-prob/high-prob IC in the same cycle?