243: Moritz Seibert – Extreme Edge: Exploiting a Structural Inefficiency
Chat With Traders
00:00
Is the Volatility Surface Out of Wrong?
The bank on both has a two type ad office, bret, and on both they're too cheap. Most of the bank's business is actually in products where clients end ap being short fall. And so that created another opportunity for me to arbitrage that. I now have a volatility market on the dax warrents between eight and nine - when the true market isn't even opened yet. But those guys ae already quoting volatility in anticipation of where the market is going to be in an hour's time. So buying warrants is not a good thing to do because i could go into therperex as soon as the market opens up.
Transcript
Play full episode
