It would take an investment on the pool op's part, but I've wondered what would happen if he maintained a "float" of all of the coins that we mine, so he could sell them as soon as we mined them (or at least as soon as they mature), and then the float would be replenished when the coins finally made it to Cryptsy.
I'm not willing to have several thousand dollars worth of volatile coins.
I wish there was a way to short coins. Or an options exchange, like vircurex used to have. Then I could do what you suggested without having to actually have the coins.