Harel Jacobson - Trading FX Volatility (S5E10)
Flirting with Models
How Does the Volatility of the Markets Affect Portfolio Construction?
When you have something that performs well, when things turn south, it would prize as a colove put. So calls om do corsonien, cason swiss would be priced higher than pots on them. On the other hand, if you have something which sells off when equity moves down, puts would be priced premium. And we saw again, like in 20 20, 20 22, that it can really move. People actually use that as a proxy on equity, whereas in most days it's not proxy on equity. But when thing turns out, it really becomes a proxy oniy. Thing we talked about the fact that ten is actually quite complicated. Val dynamics of shortem
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