Chapter 223

Asymmetric Bet Construction

1 min read

The heart of option strategy lies in asymmetric bets—limited downside, unlimited upside.

Identifying Asymmetric Opportunities

True asymmetric bets are rare. Most opportunities involve proportional risk-reward. Finding asymmetries requires systematic searching.

Rachel's asymmetric opportunity filters: - Can I lose more than initial investment? (If yes, not asymmetric) - Is upside capped? (If yes, less attractive) - Does value increase with chaos? (If yes, more valuable) - Can I exit costlessly? (If yes, true option) - Do I gain even if option expires? (Learning, relationships, reputation)

These filters identified opportunities others missed.

Engineering Asymmetry

Sometimes you must create asymmetry rather than find it.

Paul engineered asymmetric bets: - Negotiated equity with salary floor (limited downside, unlimited upside) - Built products with service revenue (baseline income, scalable potential) - Created content with passive income (time invested once, perpetual returns) - Developed skills with multiple applications (single learning cost, multiple revenue streams)

His engineered asymmetries consistently beat natural risk-reward ratios.

The Kelly Criterion for Life

The Kelly Criterion optimizes bet sizing in finance. Applied to life, it prevents both overcaution and recklessness.

Linda's life Kelly approach: - Calculate edge (probability of success × payoff) - Determine bankroll (time, money, energy available) - Size bet appropriately (larger edge = larger commitment) - Never bet everything (preserve option-creating capacity) - Increase bets as bankroll grows

This framework maximized growth while preventing catastrophic loss.