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Self-Taught Quant (guest: Harel Jacobson)
The Market Huddle
VIX Is Trading in Regimes, Right?
I think we got some normalization in implied volatility on the S&P. But I don't think that you can get like, you need kind of a big event to get to get back over 20. Like, VIX is trading in regimes. So when you are in sub 20, then it's a different regime than when you are trading between 20 and 30.
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