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In terms of making it a fund, I don't see how it can done effectively. But if you're an individual investor that knows what you're doing (ie have experience with options, etc), it's fairly straightforward to just allocate 5% of your portfolio to liquid long-dated put options.



There's still some complication here. Do you carry options to expiry or trade them before if their value skyrockets? How often do you rebalance?




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