Volatility Views 5: The Thwack of Volatility
Volatility Review:\xa0 Sell-off of VIX cash going into the long weekend, with the normal pattern of a pop on Monday.\xa0 Euro VolContract update.\xa0 Sebastian talks about the thwack of volatility.
Strategy Session:\xa0 Dynamic vs. static hedging for professional traders.\xa0 Don recommends two articles:
Listener Mail: Keep those cards and letters coming!\xa0 Don and Mark tackle the disadvantages of variance swaps, the stickiness of ATM volatility, and individual name VIX products.\xa0 To access the Volatility Views section of the forum, click here.
Crystal Ball:\xa0 Stabilization of vol? Keep an eye on commodities.\xa0 Euro vol is half way through the one-month May contract.