The Market Huddle Explaining The Dispersion Trade (guest: Mandy Xu)
Jan 13, 2024
Mandy Xu, Head of Derivative Market Intelligence for CBOE, joins Patrick and Kevin to discuss volatility, divergence between rates and equity volatility, the new dispersion index, and top things to watch in the market. They also analyze the dollar's potential for a bounce back, crude oil price action, emerging markets performance, credit worthiness, trading options on shorter timeframes, and banter about cold weather in different locations.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13
Introduction
00:00 • 2min
Conversation and Introduction
01:53 • 7min
Working on a Derivatives Desk during the 2009 Financial Crisis
08:38 • 7min
Divergence between Rates Volatility and Equity Volatility
15:49 • 17min
Dispersion and the DSPX Index
32:55 • 35min
Top Three Things to Watch in the Market
01:07:41 • 12min
The Dollar's Potential for a Bounce Back
01:19:48 • 19min
Crude Oil Price Action and Trend Lines
01:38:19 • 15min
Emerging Markets Performance and China's Impact
01:53:13 • 8min
Credit Worthiness and Understanding US Treasuries Futures
02:01:02 • 4min
Considerations for Trading Options on Shorter Timeframes
02:05:17 • 4min
Banter, Submissions, Plugs, and Beer Rating
02:09:28 • 2min
Comparing Cold Weather in Different Locations
02:11:15 • 3min