cover of episode Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders

Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders

2024/9/22
logo of podcast Monetary Matters with Jack Farley

Monetary Matters with Jack Farley

Shownotes Transcript

Kris Sidial, co-CIO of Ambrus Group, joins Monetary Matters to break down the conditions in volatility markets that exacerbated the sharp sell-off in early August, and explain why he thinks the risks embedded in the "short vol" trade have only gotten worse. Recorded on September 20, 2024. 

Follow Kris Sidial on Twitter https://x.com/Ksidiii)

Follow Jack Farley on Twitter https://x.com/JackFarley96)