AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
3min chapter
The Alpha Exchange Q1 2023 Review
Alpha Exchange
The Effect of Fear on Equity Markets
There's nothing that can spike as quickly as short-dated index volatility. The 87 stock market crash is the only time of comparable volatility in this asset class. Since implied vol follows realized vol, there's no heroic insight in guessing Swapion vol went through the roof. If the VIX went from 20 to 60 in five days, would we notice?
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode