Who is Selling Volatility – and Why?
Featuring Andy Scott
Published on: June 4th, 2019 • Duration: 44 minutesAll this month, Real Vision is focusing on volatility. In the first “Tuesday Trends” piece for June, Andy Scott, managing director at Societe Generale, walks Mike Green through the structural players in the world of volatility. Scott quantifies who the biggest seller of volatility is globally, and why North American volatility continues to be the place where volatility risk-premiums are the juiciest. Filmed on May 22, 2019 at the EQDerivatives conference in Las Vegas.
HOW HAS THE EMERGENCE OF NEW DATA CHANGED DERIVATIVES?
THE SHORT VOL RETAIL ASIAN INVESTOR
HOW HAS REGULATION CREATED DIFFERENT PLAYERS IN VOLATILITY MARKETS?
PROP DESKS ARE FORCED TO SYSTEMATICALLY HEDGE
ASIAN YIELD ENHANCEMENT MIGRATION
PEAK VEGA OR QUANTITY OF VOLATILITY
WHAT IS THE LIMIT TO SHORT VOL & YIELD ENHANCEMENT STRATEGIES?