Volatility Views
Volatility Views Episode 4: The Many Flavors of Volatility Cones
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:43:01
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Sinopsis
Volatility Views 4: The Many Flavors of Volatility ConesVolatility Review: We get a real-time look at the volatility of volatility with a big one-day move in the Euro vol contract. "Sell" was the word in vol last week. Contango craziness.Strategy Session: Contango - a basic introduction; Mean reversion - beyond basic introduction; Volatility cones as a trading signal: they come in many flavors.Crystal Ball: Interesting vol ahead, both in the Euro contracts, and in the market in general. VIX cash fluctuations. Sebastian predicts that S&P will downgrade U.S. debt on Monday. Are you ready for "Sell in May and go away"?