Widespread Self-Reflexive Negative Convexity

Published on
June 26th, 2017
Duration
67 minutes


Widespread Self-Reflexive Negative Convexity

The Interview ·
Featuring Christopher Cole

Published on: June 26th, 2017 • Duration: 67 minutes

Chris Cole from Artemis Capital and Michael Green from Thiel Macro, sit in a continuous enthralling back and forth on how the current market has become an ecosystem of self-reflexive short volatility strategies, where convexity is unappealing, risk is transferred onto future consumption generations and how it could mathematically spiral into a self-enhancing extremely volatile market.