In this episode, Mark is joined by Mandy Xu, Director and Chief Equity Derivatives Strategist at Credit Suisse.
They discuss:
- How did Mandy discover equity derivatives research?
- Is this the beginning of a new volatility regime?
- February's technical dislocation
- Expecting range-bound volatility
- The correlation component
- What are the key drivers of volatility?
- Why VIX is not the best measure of risk
- Does Credit Suisse have a proprietary volatility instrument?
- And more...