AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
The Correlation Between Assets and VIX
In this chapter, the speakers discuss the correlation between different assets during a liquidity event and the perplexing increase in correlations while VIX remained stagnant. They also explore the concept of option market making using analogies of selling parachutes and umbrellas, and emphasize the importance of VIX as a measure of volatility protection and insurance for portfolios.