Published Jan 29, 2024
Why the Short Volatility Trade Is Back and Bigger Than Ever
Kris Sidial, Co-CIO of Ambrus Group, delves into the resurgence of short volatility trading, examining its allure and risks within today's market dynamics, and explaining how one-day options and market makers are reshaping trading strategies in a high-volume environment.
Topics covered
Popular Clips
Episode Highlights
Related Episodes
How One Of The Most Profitable Trades Of The Last Few Years Blew Up In A Single Day
Answers 383 questions
A Volatility Arbitrage Trader On What Markets Are Saying Right Now
Answers 383 questions
How to Listen to What the Market Is Trying to Tell You
Answers 383 questionsThe Market's Big Bet on Low Volatility
Answers 383 questionsWhat the Dramatic Boom in Zero-Day Options Means for Stocks
Answers 383 questions
36: How A Quant Saw Huge Changes That Took Place on Wall Street
Answers 383 questionsWhy Everyone's Talking About the VIX and 50 Cent
Answers 383 questions
How A Macro Manager Is Trading On One Of The Wildest Markets In History
Answers 383 questions
Why Value Investing Has Been Doing Terribly
Answers 383 questions
The Big Trade Underneath the Strangely Calm Surface of the S&P 500
Answers 383 questions
JPMorgan's Josh Younger on Rate Derivatives and Volatility Ahead of the Election
Answers 383 questions
Harley Bassman on Why the Big Moves in the Bond Market Are Done
Answers 383 questions
Why The Repo Markets Went Crazy, And Why December Could Be Even Worse
Answers 383 questions
Why The Rise of Passive Investing Might Be Distorting The Market
Answers 383 questions
Here's Why It's So Hard to Fix the Corporate Bond Market
Answers 383 questions