We need correlations to fall first, then we can see volatility fall. Dont be surprised once that happens, to see the $VIX falls at the same time as the market. Long Volatility trading is tricky. Even trickier with the VIX over 75
We need correlations to fall first, then we can see volatility fall. Dont be surprised once that happens, to see the $VIX falls at the same time as the market.
— Joe Tigay (@JoeATiger) March 19, 2020
Long Volatility trading is tricky. Even trickier with the VIX over 75#equityarmorinvestments
from Twitter https://twitter.com/JoeATiger
March 19, 2020 at 11:02AM
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