The ACID Capitalist Podcast

Dark, Mysterious & Sexy Volatility

Oct 14, 2022
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Episode notes
1
Introduction
00:00 • 3min
2
Is There a Growing Disenchantment With Volatility?
02:45 • 2min
3
Is It a Dopey, Beta One S&P?
05:08 • 2min
4
The Grind of This Year, the Predictability of This Year
07:38 • 2min
5
Is There a Time When the Vol Market Can Be Reflexive?
09:24 • 4min
6
I'm Looking for My My My Jelly Which Relaxes
13:25 • 2min
7
Is There a Core Constituency of the Market?
15:17 • 4min
8
Fixed Income Vol, Is It Half the Wise?
18:51 • 2min
9
How Much of Your Return Was Focused on That Period?
20:37 • 2min
10
The Dynamic Hedge, Is That Really What You Want to Do?
22:40 • 3min
11
VIX Futures
25:34 • 4min
12
The Futures Curve Is Indicated, Right?
29:18 • 2min
13
Is There a Differential to Integer?
31:15 • 2min
14
VIX Calls - What's Going On?
33:20 • 3min
15
What's the Biggest Loss of the Year?
36:05 • 3min
16
Shorting Puts and Short Delta - Is That a Success?
38:36 • 2min
17
Is There a Risk Framework for Short Data VIX Futures?
40:10 • 2min
18
How Does Prejudicious Risk Management Work?
42:07 • 4min
19
Is There a Law of Nature That Says Equity Volatility Goes Up?
45:54 • 5min
20
Is the Vol Going Crazy?
50:37 • 2min
21
The LDI Schemes, You Know, They're Dealing With Coke Trading
53:03 • 4min
22
Is the Private Equity Market Getting Away With That?
56:53 • 3min
23
Is There a Reflexivity in the Markets?
01:00:10 • 3min
24
The Fed's Beginning Right, Isn't It?
01:03:30 • 3min
25
Volatility at the Edge of the Earth
01:06:22 • 4min
26
Is There a Corruption of the Status Quo?
01:10:15 • 4min
27
Is There a Tendency to Do Something Off-Peast?
01:14:20 • 2min
28
The End of the Bond Market
01:16:46 • 3min