MI206: Options, Derivatives, & Volatility w/ Kevin Davitt
The Intrinsic Value Podcast - The Investor’s Podcast Network
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Valc and Vixt - The Inverse Relationship Between Markets and Volatility Measures
Markets and volatility measures have an inverse relationship. If i can buy something that i expect would go up when the index that is my primary risk moves lower, that helps portfolio performance. There's a really long, demonstrable history of negative correlation between forward volatility measures and your reference asset.
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