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S&P500 PUTD Overlay
S&P500 PUTD Overlay
Kambiz Kazemi, Chief Investment Officer
Summary
The PUTD Alpha Overlay Strategy blends a long S&P 500 position with the PUTD Alpha Strategy to enhance returns while keeping the portfolio’s tracking error tightly aligned with the index.
What's inside
-
Dynamically selects option strikes based on market volatility
- Performance vs. SPY
- Historical data from 2006–2025
Source
Bloomberg and Validus Risk Management
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