IBKR Podcasts cover image

Might Correlation be the Key to Understanding VIX?

IBKR Podcasts

00:00

Analyzing Volatility and the Role of VIX

This chapter explores the drivers of the recent decrease in VIX and the role of correlation and dispersion in volatility levels. It discusses the upcoming launch of a dispersion index and addresses investor complacency. The chapter also examines the use of VIX as a tail hedge and the strategies popular among investors.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app