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Election Jitters at the Peak of Volatility Mountain

Featuring Jason Buck, Cem Karsan, and Kris Sidial

Nov 02, 2020 • 73 minutes

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Election Jitters at the Peak of Volatility Mountain

Where will we go from here? Jason Buck, Cem Karsan, and Kris Sidial share their frameworks for the future.

Featuring Jason Buck, Cem Karsan, and Kris Sidial

Nov 02, 2020 • 73 minutes

Pressures in the volatility market have been mounting for months, as it anticipates the upcoming U.S. Presidential election. But once that fateful event actually happens, what will the market structure in the derivatives space look like? Jason Buck, CIO of Mutiny Fund, welcomes Cem Karsan, founder and senior managing partner of Aegea Capital Management, and Kris Sidial, co-CIO of The Ambrus Group, to explore this very question. Karsan reveals his insights on how the outcome of the election will impact variables such as kurtosis and vanna flows, and he describes several ways to play these outcomes via option straddles as well as the dispersion between implied and realized volatility. Sidial shares how chaos theory and fractals shape his market framework and discloses several prudent trades such as calendar spreads on the VIX and capturing the spread between index volatility and the volatility of single name equities. A note: this interviewed was filmed Monday, October 26, 2020, the day BEFORE Tuesday’s violent sell-off and subsequent VIX spike. For extra charts, click here: https://rvtv.io/34IyqQD Key learnings: A Biden victory coinciding with Republicans' holding onto the senate represents a major risk. Correlation between S&P and the VIX may not always be negative. The convexity in the derivatives market will continue to exert extreme pressure on equities in ways few understand. Opportunities abound for the shrewd trader, such as calendar spreads, straddles, and dispersion trades. Show More

Real Vision Live offers Plus and above members the opportunity to interact in real time with experts about all things related to financial markets. Features timely, in-depth analysis on what's driving price action across all asset classes. Nothing is off the table.

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Real Vision Live offers Plus and above members the opportunity to interact in real time with experts about all things related to financial markets. Features timely, in-depth analysis on what's driving price action across all asset classes. Nothing is off the table.

More Episodes

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