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Home > Volatility Views > Volatility Views Episode 4: The Many Flavors of Volatility Cones
Podcast: Volatility Views
Episode:

Volatility Views Episode 4: The Many Flavors of Volatility Cones

Category: Business
Duration: 00:43:01
Publish Date: 2011-08-17 09:43:35
Description:

Volatility Views 4: The Many Flavors of Volatility ConesVolatility Review: We get a real-time look at the volatility of volatility with a big one-day move in the Euro vol contract.  "Sell" was the word in vol last week.  Contango craziness.Strategy Session: Contango - a basic introduction; Mean reversion - beyond basic introduction; Volatility cones as a trading signal: they come in many flavors.Crystal Ball:  Interesting vol ahead, both in the Euro contracts, and in the market in general.  VIX cash fluctuations.  Sebastian predicts that S&P will downgrade U.S. debt on Monday.  Are you ready for "Sell in May and go away"?

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