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Volatility Views 536: Taylor Swift Vol Apocalypse

Volatility Views

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The Strength of the Rally Is Surprising

I think that parts of the market are overbought. But that doesn't mean we're going to sell off because I think what you're going to be looking at is some underperformance of the triple Q. We've seen a just dramatic drop in the Vix future. It's gotten absolutely smoked. The whole curve has gone, has steepened significantly. RSP, the equal weighted S&P 500 index outperforming the S&P.

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