So many great songs... Cool for Cats, Up The Junction, Take Me I'm Yours, Wrong Side of the Moon... they don't make them like this any more.
I find it easier to play the mean reversion after a vol event a la Listman. Problem with long vol is being at the computer when it actually happens in order to profit from the position.
The majority of the things I track say the market is healthy and resilient. But that doesn't mean I'm not on alert, trying to detect when the volume is about to get turned up.
Same here. I have several tactical asset allocation models and all of them are fully invested in equities - both US and international. Nothing says "get out now!" Patience and discipline!!
So many great songs... Cool for Cats, Up The Junction, Take Me I'm Yours, Wrong Side of the Moon... they don't make them like this any more.
I find it easier to play the mean reversion after a vol event a la Listman. Problem with long vol is being at the computer when it actually happens in order to profit from the position.
Agree on the challenge of timing the long vol trade, but so much juice if you can catch it. Working on some new research.
By my measure, 30-day realized vol of the VIX is sitting at ~70%, which is in the ~7th percentile on a one year lookback.
Too quiet??
The majority of the things I track say the market is healthy and resilient. But that doesn't mean I'm not on alert, trying to detect when the volume is about to get turned up.
Same here. I have several tactical asset allocation models and all of them are fully invested in equities - both US and international. Nothing says "get out now!" Patience and discipline!!
If this long weekend won’t rekindle kinetic activities in Iran I will close the svix short position Im opening now.