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243: Moritz Seibert – Extreme Edge: Exploiting a Structural Inefficiency
Chat With Traders
The Urex Market, You Know, Has a Volatilities Surface
The banks need to have up date volatility surfaces and skew data on all the thousands of underliers that they trade. When something like this happens, the urax market immediately reacts to that implied volatilities. Wood rise spreads. Wood widens, skew deepens. All that happens in real time. But the banks, they still sit on their old configuration of the volatility surface. It hasn't updated yet. They need to create a new configuration. And i have created technology and soft ware to spot that. You know, my computer was kind like, you know, showing me the alarms and showing me, ok now, the banks are too cheap given what they have historically quoted ther
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