Explaining The Dispersion Trade (guest: Mandy Xu)
The Market Huddle
00:00
Dispersion and the DSPX Index
This chapter of the podcast episode discusses the concept of dispersion and introduces a new dispersion index called the DSPX index. The speakers explain that dispersion measures how stocks within the S&P move relative to each other, similar to how the VIX measures volatility. They compare the DSPX index to the VIX and highlight that it is an implied dispersion measure.
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