MH+ Ep.13: Patrick Chats With Steve Sosnick
The Market Huddle
00:00
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.
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