انتقل إلى وضع عدم الاتصال باستخدام تطبيق Player FM !
VIX Went Cray Cray
Manage episode 435288548 series 2516749
When an accident occurs, the insurance claims adjuster produces a report. What does said report tell us? The yen’s largely one way path lower took a dramatic turn that saw it rally by roughly 9% over just 3 weeks. The pricing fallout was everywhere – in curves, credit, correlation, convexity and carry. That’s a bunch of C’s, isn’t it. The cause of chaos: crowding. When markets misbehave, it’s natural to jointly evaluate two factors: the combination of “new news” and the “setup” going in. Over the course of this short podcast, I share some thoughts on this recent risk flare-up and what it tells us about market fragility. I hope you find it interesting and useful.
180 حلقات
Manage episode 435288548 series 2516749
When an accident occurs, the insurance claims adjuster produces a report. What does said report tell us? The yen’s largely one way path lower took a dramatic turn that saw it rally by roughly 9% over just 3 weeks. The pricing fallout was everywhere – in curves, credit, correlation, convexity and carry. That’s a bunch of C’s, isn’t it. The cause of chaos: crowding. When markets misbehave, it’s natural to jointly evaluate two factors: the combination of “new news” and the “setup” going in. Over the course of this short podcast, I share some thoughts on this recent risk flare-up and what it tells us about market fragility. I hope you find it interesting and useful.
180 حلقات
كل الحلقات
×مرحبًا بك في مشغل أف ام!
يقوم برنامج مشغل أف أم بمسح الويب للحصول على بودكاست عالية الجودة لتستمتع بها الآن. إنه أفضل تطبيق بودكاست ويعمل على أجهزة اندرويد والأيفون والويب. قم بالتسجيل لمزامنة الاشتراكات عبر الأجهزة.