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Vance HarwoodFollow

11 Feb

If you're interested in volatility strategies that dynamically adjust for risk take a look...

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6 Feb

Good overview piece by Luke regarding the February 5, 2018 vol spike. Seth Golden refers to one the tweets I sent out that day... https://t.co/Yv7mFxHHFB

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4 Feb

What caused the 5-Feb-2018 Volatility Tsunami? I go over at least 4 of the causes in this post. https://t.co/DEzPuLHH0h … 1. Flawed architectures, 2. Relying on the past to predict the future, 3. Billions in assets, and 4. A record-breaking $VIX spike

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