I always wondered how a top trader in wall street would think about markets and man I'm impressed by you. Reading your material is like discovering light in a tunnel and I'm not exaggerating fren. Thank you.
In the alpha report you mentioned monitoring the spread between COR1M and VIX/VVIX. Do you use it to gauge how much of the change in implied vol or implied correlation cannot be explained by their usual co-movement?
Thanks for being awesome
Amazing stuff
That final line is spot on! "Overwhelming patience followed by overwhelming aggression is the ONLY way to succeed in markets."
I always wondered how a top trader in wall street would think about markets and man I'm impressed by you. Reading your material is like discovering light in a tunnel and I'm not exaggerating fren. Thank you.
In the alpha report you mentioned monitoring the spread between COR1M and VIX/VVIX. Do you use it to gauge how much of the change in implied vol or implied correlation cannot be explained by their usual co-movement?
It’s about seeing how much the market is expecting moves and what is actually likely in realized terms
love it, well written!