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Panic Overdone? | VIX 3rd Highest Spike Ever | How the Strategies Held Up | Short Volatility Trades
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Manage episode 433221515 series 2426951
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
297 episodi
Fetch error
Hmmm there seems to be a problem fetching this series right now. Last successful fetch was on November 03, 2024 22:03 ()
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
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
297 episodi
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