Volatility - The Temple of King Solomon
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
Transaction en cours
"Everything is meaningless." - King SolomonThere is only Credit and Risk.
There is only Volatility and Short Volatility.
Transaction en cours
VVIX/VIX:Transaction en cours
Watch 19.29 level and 19.45 level. 1929 Great Depression, 1945 WW2.
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Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.