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Volatility

 

Discussion List

  • tom_j
    Sharing an article I wrote for Trader Magazine on SPIKES, VIX and Volatility. (3min read)
    https://www.tradersmagazine.com/am/volatility-measurement-and-volatility-trading-advances-are-here/
    tom_j 2 views 0 comments Started by tom_j Real Vision
  • Real Vision
    Chris Cole, founder and CIO of Artemis Capital Management, sits down with Michael Green to discus...
    Chris Cole, founder and CIO of Artemis Capital Management, sits down with Michael Green to discuss why he views volatility as the ultimate expression of illiquidity and insolvency. Together, they explore how the Fed’s actions in 2020 swiftly stomped out both of these risks, explain how structural dynamics resulted in rapid equity price appreciation over the last year, and take a closer look at volatility and the options market and what Cole describes as a "bull market in fear". They a…
    Real Vision 3 views 1 comment Most recent by sam_c Real Vision
  • tom_j
    Equity Volatility Index explained-SPIKES 101
    For the volatility community: We recently put together a short video to explain the SPIKES Equity Volatility Index. Please have a look over your next coffee break and feel free to reach out with any questions. AND.....for the months of April through June there will be no exchange fees on SPK Futures transactions on MGEX!! SPIKES Options are also available on MIAX. 
    tom_j 2 views 0 comments Started by tom_j Real Vision
  • jack_f
    Tracking the GameStop Money Flow - Gamma Squeeze Explained
    In this episode of "The Breakdown," @Nick Correa and I are joined by special guest and derivatives expert @Weston Nakamura (you may know him simply as "king bee of the hive mind"). What do we talk about? Duh. GameStop. Weston breaks down the market mechanics of the "Gamma squeeze" and how the creation of new ever-higher strike prices is integral to the stohnk going nuclear. We filmed this Wednesday afternoon, "just after market close" (as @Ash Benningt…
    jack_f 1 view 9 comments Most recent by Joseph Anthony Real Vision
  • sam_c
    Moar Vol and VIX with Jason Buck and Ben Eifert
    Jason Buck and Tyler Pearson have been talking to a handful of Volatility traders on RV.  Jason recently interviewed Ben Eifert who has amassed quite a following on twitter and also runs a fund called QVR.  Their conversation is quite a sandwich (24 pages or 1h16 min of podcast) but fun quite insightful. Since the topic of Vol is quite complicated and filled with jargon so I used Otter.ai to make a transcript of the interview. The transcript is like 95 ish % correct, so the spelling can be of…
    sam_c 1 view 0 comments Started by sam_c Real Vision
  • Weston Nakamura
    Volatility Today - Nov VIX Expiry, CVOL, RV Live: VIX vs VAX
    In the volatility space today: * Nov VIX futures & options last trade date → expiry * CME’s new CVOL Index introduced  * RV LIVE at 3pm EST: Naufal Sanaullah, EIA All Weather Partners   Nov ”ELECTION VIX” to expire. Post election massive selling of vol premium has been large contributor to SPX ↑ (see note from yesterday) ↓  WATCH for Major VIX Expiry, Nov Last Trade Date Tomorrow → SPX Pivot Point?   CME announced new volatility indices: CVOL, for release H12021 (CME LINK HERE) Vol ind…
    Weston Nakamura 1 view 1 comment Most recent by John Ahearn Real Vision
  • Moritz Heiden
    RealVision Bot FEAR Index
    With lockdowns approaching and more time at my hand for the fun project that the Real Vision Bot is I took the last couple of evenings to teach the Bot the methodology of Da, Engleberg and Zhao (2015). He's now able to analyze the frequency of words related to economic concerns such as "recession", "bankcruptcy", "unemployment" etc in all the Real Vision interviews and put them into an Index, the FEAR (Bot) Index.  The Index is the sentiment based equivalent of VI…
    Moritz Heiden 13 views 0 comments Started by Moritz Heiden Real Vision
  • Moritz Heiden
    Real Vision Exchange Survey Week 3: Results
    Thank you all for participating. Real Vision Bot evaluated the results of this week's survey and added some charts to the Exchange Survey Dashboard describing how sentiment and positioning have change compared to last week. GO TO THE DASHBOARD Some interesting observations:   Market outlook (short term) Most participants saw equities as well as the currencies (USD, EUR, AUD) heading slightly lower. US and EM equities were a little bit better off than their European counterparts (at least f…
    Moritz Heiden 1 view 8 comments Most recent by Moritz Heiden Real Vision