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

Zlecenie aktywne:

"Everything is meaningless." - King Solomon

There is only Credit and Risk.
There is only Volatility and Short Volatility.

Zlecenie aktywne:

VVIX/VIX:

Zlecenie aktywne:

Watch 19.29 level and 19.45 level. 1929 Great Depression, 1945 WW2.