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A Retrospective on the First 100 Episodes of the Alpha Exchange

Alpha Exchange

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The Hedging Impact of a Val Trader

The last 20 points in the vix could have been vulnerable positions being forcibly unwound at any price. That's how o t c, derivative markets, especially, can break down. There's a great deal of analysis these days on the val profile of the market. The logic is sound, but the exercise needs much more data to have teeth.

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