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Self-Taught Quant (guest: Harel Jacobson)
The Market Huddle
Is the Market Trending?
Is the market trending or mid-reverting like, like we talked earlier. And so how do you measure that? Do you like that? Yeah. So I would be looking for few things. One is if implied volatility is trading at the 99th percentile,. If the curve is steepness is on the 99th%; then yeah, I might be tempted to leg into a trade.
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