Macro & Volatility™ #11: Even Keanu would have been scared by the SPEED ...

Macro & Volatility™ by Josh Silva and Michael Purves

E11
12:12
Episode notes
  • Third derivative has impacted market structure
  • Who bailed out short vol and dispersion traders?
  • Bonds did their job, but do they have the juice to do it again?
  • Will Dual Goldilocks prevail?
Keywords
VIXSPXsell-offvolatilitydispersion