The short vol market

Discussion in 'Trading' started by Metamega, Feb 13, 2018.

  1. Metamega


    Recently stumbled on a podcast called Macro Voices. Global Macro trading has always interested me and decided it was time to start looking into some material on the subject. Even if I never trade off this concept, always enjoy learning something new and understanding the markets from another style of traders view.

    Listened to their most recent podcast after the big vol spike and the caster recommended back tracking to this podcast.

    I’m going to be completely honest in that I am no we’re near educated enough to put concepts and a thesis like this together myself. My knowledge of options and volatility strategies are very novice.

    It’s a topic I haven’t seen anywhere amongst retail traders atleast. But sub prime mortgages going into the GFC was barely discussed either.

    How would you set yourself up for a possible unravelling of the amount of short vol out there? What markets do you think will be the place to park your cash in?

    Doesn’t seem like being long vol is the solution, good way to drain yourself on carry cost.
  2. Overnight


  3. Metamega


    Fair answer