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
交易進行
"Everything is meaningless." - King SolomonThere is only Credit and Risk.
There is only Volatility and Short Volatility.
交易進行
VVIX/VIX:交易進行
Watch 19.29 level and 19.45 level. 1929 Great Depression, 1945 WW2.
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