Feb 24, 2014
Volatility Views 100: Volatility Tourists and Shoe Shine Boys
Volatility Viewpoint: This week’s guest is Chris Cole, Managing Director at Artemis Capital Management.
They discuss:
- How he incorporates vol into his trading?
- How he defines a low vol market?
- His feelings about VXST?
Volatility Review: The first week of VXST. The long term Jan 30-40 put spread that went up this week. Was that risky? Playing the wait and see game with RVX.
Volatility Voicemail: Question from Neil Higgins, Birmingham, UK
What impact, if any, do you think the entrance of China into the options market will have on volatility? Will it spawn a whole nation of VIX call buyers? Also, what is your view on the performance of the India VIX vs. S&P 500 VIX? Is it a better barometer of market volatility since it does not have all of the ETP baggage that bogs down the US VIX? Mark if you ever take the show on the road to England, let me be the first to offer to buy you a pint. Great stuff all around.
Crystal Ball: What is there out there to inject some juice into the markets?