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Contenuto fornito da Derek Moore. Tutti i contenuti dei podcast, inclusi episodi, grafica e descrizioni dei podcast, vengono caricati e forniti direttamente da Derek Moore o dal partner della piattaforma podcast. Se ritieni che qualcuno stia utilizzando la tua opera protetta da copyright senza la tua autorizzazione, puoi seguire la procedura descritta qui https://it.player.fm/legal.
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Panic Overdone? | VIX 3rd Highest Spike Ever | How the Strategies Held Up | Short Volatility Trades

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Contenuto fornito da Derek Moore. Tutti i contenuti dei podcast, inclusi episodi, grafica e descrizioni dei podcast, vengono caricati e forniti direttamente da Derek Moore o dal partner della piattaforma podcast. Se ritieni che qualcuno stia utilizzando la tua opera protetta da copyright senza la tua autorizzazione, puoi seguire la procedura descritta qui https://it.player.fm/legal.

Derek Moore and Jay Pestrichelli jumped on a special edition podcast to discuss whether the move in things like the VIX and VIX were warranted given the technical surroundings of the carry trade and where markets went. Looking back at previous VIX spikes and the high yield spread in times of crisis. Plus, discussing how some strategies held up and some insights into what went on. Finally, what a higher volatility regime would mean for strategies that sell options like covered calls or high probability credit spreads.

VIX 3rd highest spike in history going back to 1992

VVIX 4th highest spike ever

Comparing the VIX Index spike to the High Yield Spread

There was no VIX Index back in 1987 but estimates say it would have been highest ever

Are there currently structural problems showing in the US Economy?

Unemployment rate up due to increase in population and size of labor force

Explaining the VVIX Index

Warren Buffet comment about whether you should be invested in stocks

People don’t make good investment decisions when they panic

Market performance historically after major VIX spikes

Comparing the carry trade blowup to August 2015 drop due to the Chinese Yuan move

Mentioned in this Episode

Podcast Market Volatility | Yen Carry Trade Unwind Explained | High Yield Holds Up | Dissecting the Unemployment Rate Rise Causes

https://open.spotify.com/episode/4aBJMdpmanE3Anncxlzfqs?si=zflHqMZuS7OZ5cAL0ae0Sg

Derek Moore’s book Broken Pie Chart https://amzn.to/3S8ADNT

Jay Pestrichelli’s book Buy and Hedge https://amzn.to/3jQYgMt

Derek’s new book on public speaking Effortless Public Speaking https://amzn.to/3hL1Mag

Contact Derek derek.moore@zegainvestments.com

www.zegafinancial.com

  continue reading

297 episodi

Artwork
iconCondividi
 

Fetch error

Hmmm there seems to be a problem fetching this series right now. Last successful fetch was on November 03, 2024 22:03 (6d ago)

What now? This series will be checked again in the next day. If you believe it should be working, please verify the publisher's feed link below is valid and includes actual episode links. You can contact support to request the feed be immediately fetched.

Manage episode 433221515 series 2426951
Contenuto fornito da Derek Moore. Tutti i contenuti dei podcast, inclusi episodi, grafica e descrizioni dei podcast, vengono caricati e forniti direttamente da Derek Moore o dal partner della piattaforma podcast. Se ritieni che qualcuno stia utilizzando la tua opera protetta da copyright senza la tua autorizzazione, puoi seguire la procedura descritta qui https://it.player.fm/legal.

Derek Moore and Jay Pestrichelli jumped on a special edition podcast to discuss whether the move in things like the VIX and VIX were warranted given the technical surroundings of the carry trade and where markets went. Looking back at previous VIX spikes and the high yield spread in times of crisis. Plus, discussing how some strategies held up and some insights into what went on. Finally, what a higher volatility regime would mean for strategies that sell options like covered calls or high probability credit spreads.

VIX 3rd highest spike in history going back to 1992

VVIX 4th highest spike ever

Comparing the VIX Index spike to the High Yield Spread

There was no VIX Index back in 1987 but estimates say it would have been highest ever

Are there currently structural problems showing in the US Economy?

Unemployment rate up due to increase in population and size of labor force

Explaining the VVIX Index

Warren Buffet comment about whether you should be invested in stocks

People don’t make good investment decisions when they panic

Market performance historically after major VIX spikes

Comparing the carry trade blowup to August 2015 drop due to the Chinese Yuan move

Mentioned in this Episode

Podcast Market Volatility | Yen Carry Trade Unwind Explained | High Yield Holds Up | Dissecting the Unemployment Rate Rise Causes

https://open.spotify.com/episode/4aBJMdpmanE3Anncxlzfqs?si=zflHqMZuS7OZ5cAL0ae0Sg

Derek Moore’s book Broken Pie Chart https://amzn.to/3S8ADNT

Jay Pestrichelli’s book Buy and Hedge https://amzn.to/3jQYgMt

Derek’s new book on public speaking Effortless Public Speaking https://amzn.to/3hL1Mag

Contact Derek derek.moore@zegainvestments.com

www.zegafinancial.com

  continue reading

297 episodi

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