Does anyone trade currency volatility swaps? Is this a strictly OTC product? Any info would be appreciated. Thanks
Hear of that some years... thought the source pulling my leg... I guess it trades volatility only...not direction so maybe puts means volatility heading down... wow...the next generation trading could the rate of change volitility ---> acceleration
i know equity vol swaps are active and liquid in the OTC market. they are based off realized volatility over a period of time. and you already can trade the rate of change.