Volatility - The Temple of King Solomon
Idea for VIX:
- The Short Volatility Bubble will pop.
- Transmutation of Risk cannot make Volatility disappear, only hide it.
- There is an estimated $2+ trillion global short stock market volatility bubble.
- Explicit Short Vol: $60 bn (pension overwriting, VIX, vol selling funds)
- Implicit Short Vol: $1.4 tn (Risk Parity, Var Control, Risk Premia, CTAs)
- Share buybacks: $3.8 tn since 2009. (1)
When the world is short, go long.
GLHF
- DPT
Reference:
(1) "Volatility and the Alchemy of Risk", Artemis Capital Management
- The Short Volatility Bubble will pop.
- Transmutation of Risk cannot make Volatility disappear, only hide it.
- There is an estimated $2+ trillion global short stock market volatility bubble.
- Explicit Short Vol: $60 bn (pension overwriting, VIX, vol selling funds)
- Implicit Short Vol: $1.4 tn (Risk Parity, Var Control, Risk Premia, CTAs)
- Share buybacks: $3.8 tn since 2009. (1)
When the world is short, go long.
GLHF
- DPT
Reference:
(1) "Volatility and the Alchemy of Risk", Artemis Capital Management
Giao dịch đang hoạt động:
"Everything is meaningless." - King Solomon
There is only Credit and Risk.
There is only Volatility and Short Volatility.
There is only Credit and Risk.
There is only Volatility and Short Volatility.
Giao dịch đang hoạt động:
VVIX/VIX:
Giao dịch đang hoạt động:
Watch 19.29 level and 19.45 level. 1929 Great Depression, 1945 WW2.
