Keeping it Simple | Ep. 13: This Timing is Different… The Case For Technicals
Keeping it Simple with Simplify Asset Management
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How Do You Know if You're Shorting Thevix?
volatility, both realized and implied, now seems to have stabilized at a much higher level than we have in previous cycles. We see this with the steepness of the vall surface that preceded events like val ma geddon where effectively everyone had crowded into the x i v because of the very simple observation that the carry was so hugely positive. Once that move begins, then people begin un winding their positions. People are less willing to write at that short volatility contract, even though ostensibly it is a more attractive position to write it having nursed some losses. The unwind of that, the violence of that move, is often something that i think andrew and i would both be highlighting in
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