Liquidity Risk PT2
In our last post, https://www.discretionarydystopia.com/liquidity-risk-pt1/ we highlighted how liquidity risk relates to our every day lives. In this post we… Continue Reading
Month: February 2020
Liquidity Risk PT1
This article builds on our article on backwardation. In particular it elaborates on what volatility means at a transactional level… Continue Reading
VIX Backwardation PT2: The M1-M2 (VX1,VX2) Spread Risk
In our last post: https://www.discretionarydystopia.com/backwardation-pt1-the-m1-m2-vx1vx2-spread/ We described the fundamental meaning of VIX backwardation. Namely that it hints markets participants may… Continue Reading