Why the Short Volatility Trade Is Back and Bigger Than Ever

• 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.

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