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17 results for “market volatility”
Concept7 mentions across episodes
market volatility
Concept5 mentions across episodes
volatility
...volatility market, and he doesn't want it that way, he doesn't like it that way, then, yeah, I think you have to look at when you look at the overall volatility landscape, there are a lot of things that are relatively cheap. And, you know, in our cor
22:17 / 23:31
from transcript22:17 – 23:31
...The market stabilizes, ranges compress. You need to keep feeding volatility. Volatility is mean reverting. And if you can't keep having daily one and a half percent moves, which is a big ask, you need persistent new bad news. Otherwise, realize volat
29:14 / 30:16
from transcript29:14 – 30:16
...stock volatility currently sits in the top 3% of its historical range. Sectors are also moving around more violently than in the past. Retail investors are often the driver of incremental stock price movement as seen most prominently in meme stocks.
5:21 / 6:23
from transcript5:21 – 6:23
...VIX to realized volatility or how much markets are moving on average, on average, there should be an extra premium there. It's not just directly comparable. Now to Tracy's point, though, realized volatility recently has actually been generally much h
11:15 / 12:19
from transcript11:15 – 12:19
...short dated volatility selling, You know, when dealers are stuffed on gamma, it compresses the distribution of outcomes. Right? If market's moving higher, you're selling into that. Market's moving lower, you're shock absorbing.
6:35 / 7:50
from transcript6:35 – 7:50
...still think the market normalizes here because we can't maintain this richness and volatility. Well, then the Nikkei opened down 12% because it was like a kind of a hot leverage trade at that time.
30:00 / 31:02
from transcript30:00 – 31:02
...realized volatility shock. I wanna go home short delta, like, short the market, but I wanna be short vol because vol squeezed. Vol exploded that day. That was both clients and options dealers. The problem was because of all these second order impacts
11:50 / 13:03
from transcript11:50 – 13:03
...markets because everyone could see what was gonna happen when the VIX curve actually inverted. Like, you could see that all these products were gonna go absolutely belly up, and no one no one seemed to react to it until it was, like, much, much too l
12:40 / 13:51
from transcript12:40 – 13:51
...volatility and drawdowns, which on average, historically, it does. And that's kind of the what we call the left tail, chopping off that left tail. And, however, one of the cool things about trend following, particularly for a traditional portfolio of
24:05 / 25:05
from transcript24:05 – 25:05
What individual volatility of each stock is, you know, which part is due to the macro factor, the market? What's idiosyncratic? So you can kinda break this down. Then you can look at the sector. What's correlation between sector? What's correlation w
19:25 / 20:32
from transcript19:25 – 20:32
...the market was the measure of which it was the measure of risk. So, basically, it's a confusion of prices being reflecting value and the, the story about what are the dimensions of risk in the market. So that's that's a confusion that almost everybod
20:14 / 21:19
from transcript20:14 – 21:19
...in this market structure change is we're getting greater individual stock volatility. The ratio of stock vol to index vol is at very high levels relative to history. And so that creates this challenge on the short side where these movements are not n
38:00 / 39:21
from transcript38:00 – 39:21
...like market makers and like volatility arbitrageurs, then have to go further out the curve to hedge. You see that very distinctly. Another thing you can look at is volatility risk premium, which is something you kinda have to estimate and look at emp
30:43 / 31:49
from transcript30:43 – 31:49
...market make, market take. So the amount of dimensions that you could start diversifying, you have some strategies that are gonna make money in times of stress. You have lots of different various tail hedges on. The market tends to be clever and tends
53:11 / 54:17
from transcript53:11 – 54:17
...volatility and, I think, more challenging returns for market risk, but potentially a rich environment for active focus alpha generation, the opportunity sets look interesting in the year ahead. From the perspective of higher volatility, that's a real
44:14 / 45:27
from transcript44:14 – 45:27
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