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Quick explainer on VIX daycount since people are asking about wiggles in the term structure

108,189 次观看 • 1 年前 •via X (Twitter)

10 条评论

fejau 的头像
fejau1 年前

John Wick explains vol intricacies

Benn Eifert 🥷🏴‍☠️ 的头像
Benn Eifert 🥷🏴‍☠️1 年前

don't f with my puppy

Abduce 的头像
Abduce2 年前

For word puzzles on X follow @abducegame

marcio 🇦🇶 的头像
marcio 🇦🇶1 年前

looking like a mafia vol kingpin today dr. Eifert

Benn Eifert 🥷🏴‍☠️ 的头像
Benn Eifert 🥷🏴‍☠️1 年前

tail sellers won't live through the night

gamma_exposure🇩🇪🇬🇧 的头像
gamma_exposure🇩🇪🇬🇧1 年前

x and VIX is a spectrum from people doing TA on it, and the other side is ur knowledge. thx.

Benn Eifert 🥷🏴‍☠️ 的头像
Benn Eifert 🥷🏴‍☠️1 年前

cheers!

Benn Eifert 🥷🏴‍☠️ 的头像
Benn Eifert 🥷🏴‍☠️1 年前

chillmaxxing

Rama Nambimadom 的头像
Rama Nambimadom1 年前

but in today's world when the tariff man is equally likely to shoot off on weekend as weekday, perhaps the distinction is lesser than before ?

Benn Eifert 🥷🏴‍☠️ 的头像
Benn Eifert 🥷🏴‍☠️1 年前

correct. weekend effect changes over time and i'd argue right now it should be lower

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