The Alpha Exchange Q1 2023 Review
Alpha Exchange
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The Rise of the VIX to the S&P 500
Market movements have become more financialized versus 2022. Now it's the classic risk off where bonds rally and tails get bid. A 1% move lower in the S&P would push the VIX higher by 3.5%. The uncertainty around SIVB has rekindled fears of the left tail.
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