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Keeping it Simple on the Road | Ep. 2: I'll Take Two, Utah... Two!

Keeping it Simple with Simplify Asset Management

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The Correlation Between Val Persistence and Val Jump

The correlation between s p x and an and of all has broken down considerably. The forward was, the forward is pointing up te orse 20, right into and to day to christas point,. We actually have an inverted surface whe spot to day a, nigus 28, and the forward is maybe 28, 29, almost perfectly flat. If i go back a week ago, it was 35 versus 20. And that's why you have these matic hedge funds coming in and selling one month vall and dealt hedging either two o'clock or four o'clock, wherever it might be.

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