AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
How Do You Know if There's a Dislocation?
QVR's strategy is focused on identifying dislocations in short-dated VIX futures. Most of the big transactions in the VIX market are not sort of sophisticated arbitrage measures, right? It's huge real money investors using VIX calls or VIX call spreads to do some portfolio hedging overlays. And it's really those directional flows in the options that drive the, drive the VIX term structure.