Category: VIX

30 Sep 2021

Why Whales Tails Whip Up Market Tremors with Hari Krishnan

How do large delta hedging flows of market makers tie in with Central Bank quantitative easing? How do ETF rebalancing’s and structured note issuer movements shift markets? We sit down with options guru Hari Krishnan talk through his new book: Market Tremors – Quantifying Structural Risks in Modern Financial Markets. Hari’s first book, The Second Leg Down, […]

READ POST
04 May 2021

The Jedi of Volatility Trading

Happy May the 4th everyone. (&TLDR, we mashed up Star Wars and VolTwit in an infographic, see here)   That’s Happy Star Wars Day to those not in the know. As in ‘May the 4th be with You!’  If you’ve been following along with the Derivative Podcast this past year, you’ll have noticed we had […]

READ POST
05 Nov 2020

When a VIX Spike Doesn’t Equal Volatility

Did it feel like the VIX was up 45% in October? It sure didn’t look like it when reviewing various “Long Vol” funds across the hedge fund space or watching the VIX futures day in and day out. Not to mention the stock market falling just little more than -2%. Which brings us to the […]

READ POST
logo