The Huge Implied-Realized Volatility Spread Part 1
$VIX is calculated at 21.53% as of the close on December 24th. Compared to March where it was calculated near… Continue Reading
$VIX is calculated at 21.53% as of the close on December 24th. Compared to March where it was calculated near… Continue Reading
In our first two posts here and here about backwardation we described the fundamental meaning of an IVX backwardation. Namely… Continue Reading
Everyone is talking about big DIX (Dark Index TM). DIX recently printed ~51%, the second biggest DIX observation in the… Continue Reading
In our last post, https://www.discretionarydystopia.com/liquidity-risk-pt1/ we highlighted how liquidity risk relates to our every day lives. In this post we… Continue Reading
This article builds on our article on backwardation. In particular it elaborates on what volatility means at a transactional level… Continue Reading