How Jackson Hole and Labor Market are setting the market up for the next big move
Great stuff!
Bull steepening (long term yields falling faster than short term) into moderate growth and in inflation (goldilocks) is bearish for DXY
Yes?
If so does this dynamic occur the exact same way with other countries or the effects of bull steepening varies across countries.
This is knowledge 🔥
How do we get implied vol premium/discount?
brokerage platform, tradingview, or cme https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes.html#variance
Thanks. Actually I was referring more to the calculation. I am guessing it’s 1m implied vs realized vol.
Yeah just match expirations
30d in the chart
Great stuff!
Bull steepening (long term yields falling faster than short term) into moderate growth and in inflation (goldilocks) is bearish for DXY
Yes?
If so does this dynamic occur the exact same way with other countries or the effects of bull steepening varies across countries.
This is knowledge 🔥
How do we get implied vol premium/discount?
brokerage platform, tradingview, or cme https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes.html#variance
Thanks. Actually I was referring more to the calculation. I am guessing it’s 1m implied vs realized vol.
Yeah just match expirations
30d in the chart