Algorithms for Life (guest: Jim Leitner)
The Market Huddle
Volatility Is Too Cheap, Too Expensive
i think that we are in a world where volatility is too cheap and has been mispriced by the market. When you look at the bureau, volatility here is just weighed too low. And i think that in general, volatilities are related across acid categories. I on jus one don go down and the other one goes up.
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