Episodit
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Options Markets point to risk-on with a higher VIX through year-end. In China, right tail is bid. The AI rotation may benefit China and, derivatively, Europe.
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The Fed is data driven, is the bond market?What usually calms the market?What will calm this market?
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Puuttuva jakso?
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Third derivative has impacted market structureWho bailed out short vol and dispersion traders?Bonds did their job, but do they have the juice to do it again?Will Dual Goldilocks prevail?
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Josh and Michael discuss whether the Rotation Trade is sustainable, if Russell is the right bedfellow and if thematic pairs trades are riskier than long indices.
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Collecting equity risk premium is profitableInflation after November 5thInsurance is cheap!
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Josh and Michael discuss how FX volatility is not reflecting the same political concerns as French bonds, skew as a better indicator of risk than volatility in FX and how the VIX is low but the IV-RV spread is high in the US.
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Josh Silva and Michael Purves tackle both ends of the curve - the MOVE and VIX “sell (VOL) in May and go away” - a dovish fiscal policy.
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Why is Gold rallying without volatility, and despite a stronger US dollar and stubbornly high US interest rates?
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Josh and Michael discuss The Fed's impact on the equity and fixed income volatility and prospective market outcomes.
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Josh and Michael tackle the continuation of rising yields and an equity rally, and why a higher floor should be expected for the for the VIX and interest rates.
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Listen in as Michael Purves and Josh Silva discuss the potential impact of rising interest rates on the economy, VIX, equity market volatility, and historical comparisons with the 90's tech-driven rally.
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In this episode, we look at what a dispersion trade is, how it might affect the VIX, and historical parallels that warrant attention but also point to potential upside rallies.
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The inaugural Macro & Volatility podcast featuring Michael Purves of Tallbacken Capital Advisors and Josh Silva of Passaic Partners. In this episode we discuss the upcoming Fed meeting, what the derivative markets are currently telling us, and the structural trends in cross asset volatility.
