So I recently came back from Lunar New Years holiday and had some general thoughts on market dynamics and how shifts in volatility regime can occur due to the interaction between two interacting factors - Forced transactions and liquidity profiles.

I decided to write this out and post it in full here, where I hope it might be able to help other people in their thinking and understanding of markets:

I post this on the RV exchange to ask the following:

Is this already obvious to everyone and I was the only one who took ages to learn it?
Have there been other people who have written/vocalised the same ideas?
Any criticism/feedback?  (Even "Duh, obviously, how did you not know that?" is an acceptable comment)