zerohedge.com/news/2017-09-26/has-only-happened-twice-2009-barclays-finds-new-source-concern-vix-etfs
imply that the overall volatility vega could be $10 billion or substantially higher. Such exposure would lead to dramatic moves in the overall market if the next VIX spike or 5 or more vol points does not suddenly reverse and "fill the gap" as has been largely the case on most previously similar episodes.
imply that the overall volatility vega could be $10 billion or substantially higher. Such exposure would lead to dramatic moves in the overall market if the next VIX spike or 5 or more vol points does not suddenly reverse and "fill the gap" as has been largely the case on most previously similar episodes.
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.