"Graveyard Day" Is In Store For Short Volatility Traders | Kris Sidial
Автор: The Monetary Matters Network
Загружено: 2024-09-22
Просмотров: 5665
Описание:
Kris Sidial, co-CIO of Ambrus Group, joins Monetary Matters to break down the conditions in volatility markets that exacerbated the sharp sell-off in early August, and explain why he thinks the risks embedded in the "short vol" trade have only gotten worse. Recorded on September 20, 2024.
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Follow Kris Sidial on Twitter https://x.com/Ksidiii
Follow Jack Farley on Twitter https://x.com/JackFarley96
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Timestamps:
00:00 Intro
1:00 Short Volatility Trade Will Have A "Graveyard Day" Eventually
15:20 Volatility Concepts And Terms Explained
18:30 What Drove The August 5th Market Crash
28:05 Gamma vs. Vega, And How Different Types of Volatility Products Shine In Different Types of Sell-offs
32:30 Volatility Details of August 5 Market Crash
36:00 Critiquing Black–Scholes & Other Wonky Vol Topics
41:30 Most Common Mistake Professional Vol Traders Make
50:10 Why So Many Allocators Hate Tail Risk Funds (Because They Have Gotten Burned)
1:05:00 Volatility Proprietary ("Prop") Trading vs. Tail Risk Hedge Funds
1:15:00 Closing Thoughts
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Disclaimer: Nothing discussed on Monetary Matters should be considered as investment advice. Please always do your own research & speak to a financial advisor before investing.
#investing #recession #stocks #economy #trading #inflation #economics #volatility
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