If your short volatility the last 4 days with the mkt up 15% your speechless

Discussion in 'Trading' started by hafez50, Apr 9, 2020.

  1. ajacobson

    ajacobson

    Volatility is "generally inverse" and when it's not think of what volatility is - it's the marketplace placing a price on hedging. Hedging is not any easier in up markets unless they are more liquid, hedging instruments have become more available and their spreads have narrowed. I wrote a chapter on this in the book
    'Master Traders" if your library has one.
     
    #11     Apr 9, 2020
  2. volente_00

    volente_00

    That’s why one shorted at 80
     
    #12     Apr 9, 2020