Volatility Views Episode 4: The Many Flavors of Volatility Cones
Volatility Views 4: The Many Flavors of Volatility Cones
Volatility Review: We get a real-time look at the volatility of volatility with a big one-day move in the Euro vol contract.\xa0 "Sell" was the word in vol last week.\xa0 Contango craziness.
Strategy Session: Contango - a basic introduction; Mean reversion - beyond basic introduction; Volatility cones as a trading signal: they come in many flavors.
Crystal Ball:\xa0 Interesting vol ahead, both in the Euro contracts, and in the market in general.\xa0 VIX cash fluctuations.\xa0 Sebastian predicts that S&P will downgrade U.S. debt on Monday.\xa0 Are you ready for "Sell in May and go away"?