Elections Have (Vol) Consequences

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Dean Curnutt에서 제공하는 콘텐츠입니다. 에피소드, 그래픽, 팟캐스트 설명을 포함한 모든 팟캐스트 콘텐츠는 Dean Curnutt 또는 해당 팟캐스트 플랫폼 파트너가 직접 업로드하고 제공합니다. 누군가가 귀하의 허락 없이 귀하의 저작물을 사용하고 있다고 생각되는 경우 여기에 설명된 절차를 따르실 수 있습니다 https://ko.player.fm/legal.

2M ago 14:20

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“Elections have consequences”. So said former US President Barack Obama. He probably didn’t have our trusty fear gauge, the VIX, in mind, but he may as well have. We are one day away from the US presidential debate. I am not sure this one can deliver the same fireworks that resulted from June 27th. It may devolve into a food fight, with each side hoping to land a definitive blow. What I’ve learned about election risk with regard to derivatives through events like Brexit, the 2016 and 2020 US elections and certainly this one as well is that the clearing price for volatility is impacted by a decline in the willingness and ability to supply it to the market. The result, a VIX stuck at a reasonably high level. I hope you find this discussion enjoyable and useful.

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