Podcast by Joe Weisenthal & Tracy Alloway, Odd Lots

Odd Lots

Podcast by Joe Weisenthal & Tracy Alloway

Bloomberg's Joe Weisenthal and Tracy Alloway explore the most interesting topics in finance, markets and economics. Join the conversation every Monday and Thursday.

Cross Asset Strategy

<ul><li>The hosts discuss the anniversary of an event called Volmageddon, which happened in February 2018. It was one of their first important episodes where they talked about the blow-up of short volatility.</li><li>They mention the popularity of shorting volatility as a strategy post-2008 financial crisis and its recent resurgence despite potential market risks.</li><li>The hosts express their interest in understanding why short vol is back and popular at this moment and its implications for the wider market. They introduce their guest, Chris Sidial, the co CIO of Ambrose group, who will provide insights on the topic.</li></ul><p><em>This podcast is sourced from an online content aggregator through publicly available sources and is displayed below for general informational purposes only.</em></p>

The hosts discuss the anniversary of an event called Volmageddon, which happened in February 2018. It was one of their first important episodes where they talked about the blow-up of short volatility.They mention the popularity of shorting volatility as a strategy post-2008 financial crisis and its recent resurgence despite potential market risks.The hosts express their interest in understanding why short vol is back and popular at this moment and its implications for the wider market. They introduce their guest, Chris Sidial, the co CIO of Ambrose group, who will provide insights on the topic.This podcast is sourced from an online content aggregator through publicly available sources and is displayed below for general informational purposes only.

Why the Short Volatility Trade Is Back and Bigger Than Ever

United States

The VIX Index is a financial benchmark designed to be an up-to-the-minute market estimate of the expected volatility of the S&P 500® Index, and is calculated by using the midpoint of real-time S&P 500 Index (SPX) option bid/ask quotes.

Chicago Board Options Exchange Volatility Index (VIX INDEX)

Chicago Board Options Exchange Volatility Index

Why the Short Volatility Trade Is Back and Bigger Than Ever

In this podcast episode, the speaker and Joe discuss the anniversary of Volmageddon, the popularity of shorting volatility, and why it has made a...

Odd Lots