Epstein Index›Documents›EFTA01191407
💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01191407: Envelope (DS9)

Financial RecordDate unavailableEFTA011914071 keyword hits
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This document contains financial analysis written on the back of an envelope, discussing investment calculations including a 34% implied-realized difference, an expected 17% loss, and vega calculations at 0.5% of index notional. The excerpt suggests informal financial modeling or note-taking. No dates, parties, or specific investment instruments are identified.

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Back of the **envelope**, with a 34% implied-realized difference, one can expect a loss of 17% because the index has a vega of, on average 0.5% of index notional

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