Volatility Supply and Demand: When the Reach for Yield Meets Frothy Markets – Live with Kris Sidial

Published on
January 5th, 2021
Duration
54 minutes


Volatility Supply and Demand: When the Reach for Yield Meets Frothy Markets – Live with Kris Sidial

Live ·
Featuring Kris Sidial and Max Wiethe

Published on: January 5th, 2021 • Duration: 54 minutes

Kris Sidial, Co-CIO of The Ambrus Group, joins Real Vision's Max Wiethe to dig deeper into the intricacies of market volatility and the signals most relevant to professional and retail traders alike. Sidial argues that many vol traders gloss over the significance of supply and demand in vol markets and points out that the combination of investors reaching for yield on the short vol side and increased appetite for tail hedging and deep OTM call buying have a huge influence on vol pricing. He also hones in on the signals that traders should look out for, addresses common misconceptions around volatility, and explains how Dodd-Frank and other regulation has shifted the way market makers operate and affected market structure in the process.

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