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NFT Momentum | The 0 DTE option gammageddon, Managed Futures, jump risk, and NFT liquidity cascades

Pirates of Finance

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CTA's Are Going to Volatility Adjusted Liquidity?

The pirates episode of CNBC's "Squawk Box" is back. This week, Jarrett ponders the idea of volatility adjusted liquidity in CTA trading. He says some traders are going to vol adjust their position size and others aren't. The big question is how much capacity do these contracts have for such a wide range of trades?

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