In the Media
Friday, December 21st 2018
Matt Amberson Guest Co-Hosts Volatility Views on the Options Insider Podcast
Matt Amberson Guest Co-Hosts Volatility Views on the Options Insider Podcast
Summary
Matt Amberson guest co-hosted Volatility Views on the Options Insider Podcast, discussing their philosophy on the drivers of volatility and their research indicating a potential increase in volatility due to increasing implied correlation. They also discussed popular trading strategies in the VIX and how they backtest those.
Volatility Views gave us a good chance to discuss our philosophy on the drivers of volatility. Currently, our research is telling us that the component to ETF ratio indicates that volatility has a good chance of rising due to increasing implied correlation.
We also discussed popular trading strategies in the VIX and how we backtest those.
You can listen HERE.
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