2min chapter

The Market Huddle cover image

Self-Taught Quant (guest: Harel Jacobson)

The Market Huddle

CHAPTER

Is the Volatility Mean Reverting?

Volatility is a stationary process. So it is mean reverting by definition. What you want to do is when you want to counter the move, you wants to do it with that with a large enough buffer. And if you see some abnormalities in the volatilities, you want to make sure that you're not getting into a position which is going to kill you because of you don't understand the flow.

00:00
Speaker 3
uh the naz classic dew rags from his album the lost tapes it's called
Speaker 2
pluots i'm not going to give out a preview yet scans pretty
Speaker 1
well with dew rags well enough
Speaker 3
jordan well look
Speaker 2
i didn't say i'm fucking weird al yankovic i'm going to reproduce the meter
Speaker 3
like like impressively good rapper
Speaker 2
weird al yankovic hey his
Speaker 1
stuff on uh when he covered chameleon is white and nerdy that was some solid flow even chameleonor chameleon said like that dude
Speaker 2
can rap that is the what of all the incredible things about weird al yankovic of which there are
Speaker 1
many so
Speaker 2
many i think one of the most
Speaker 3
incredible is
Speaker 2
what like as someone who loves rap music and hates jokes about rap
Speaker 3
music because they tend to be real easy and shitty and sometimes racist
Speaker 2
i have to say weird al
Speaker 3
yankovic does a legitimately great job rapping and i
Speaker 2
i asked him about it one time when he was on uh when he was on bullseye and he's just like yeah i mean i i work really hard on it so and i was like yeah i bet you do because you're a hardworking guy you're a great craftsman there's no one has ever questioned the man's craft but but if
Speaker 1
you're going to be a fruit themed parody rapper does the rapper himself have a fruit themed name have you thought of
Speaker 2
that that's a great question i mean right now i'm rapping under my own name just because i'm kind of like a straight shooter and
Speaker 3
i'm

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