The DOTS (Discounting Of Trump Success) Alpha Exchange podcast

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Business News The Alpha Exchange With Dean Curnutt MBA Finance Investing Volatility Financial Markets Risk Management Dean Curnutt Trading Business News Allocators Derivatives

Innhold levert av Dean Curnutt. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Dean Curnutt eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

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The DOTS (Discounting of Trump Success)

14h ago 21:14

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Innhold levert av Dean Curnutt. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Dean Curnutt eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

Is Trump in the price? Wall Street is asking this question. In this podcast, I walk through how the market prices implied volatility around the US Election, focusing on the SPX, TLT and even DJT. As option premiums are much higher than justified by recent realized, there’s an enormous vol risk premium, the result of a withdrawal of vol supply. There’s interesting information coming from betting sites like Polymarket and early voting data as well that might help us better understand the election probabilities and the implications for how the market prices options. Lastly, I consider the relatively rare co-existence of a high VIX but low SPX implied correlation and what that means. I hope you enjoy this discussion and welcome your feedback. Have a great week.

… continue reading

185 episoder

#Business News #The Alpha Exchange With Dean Curnutt #MBA #Finance #Investing #Volatility #Financial Markets #Risk Management #Dean Curnutt #Trading #Business #News #Allocators #Derivatives

Artwork

The DOTS (Discounting of Trump Success)

128 subscribers

published 14h ago

Del

MP3•Episoder hjem

Innhold levert av Dean Curnutt. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av Dean Curnutt eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

Is Trump in the price? Wall Street is asking this question. In this podcast, I walk through how the market prices implied volatility around the US Election, focusing on the SPX, TLT and even DJT. As option premiums are much higher than justified by recent realized, there’s an enormous vol risk premium, the result of a withdrawal of vol supply. There’s interesting information coming from betting sites like Polymarket and early voting data as well that might help us better understand the election probabilities and the implications for how the market prices options. Lastly, I consider the relatively rare co-existence of a high VIX but low SPX implied correlation and what that means. I hope you enjoy this discussion and welcome your feedback. Have a great week.

… continue reading

185 episoder

#Business News #The Alpha Exchange With Dean Curnutt #MBA #Finance #Investing #Volatility #Financial Markets #Risk Management #Dean Curnutt #Trading #Business #News #Allocators #Derivatives

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